+22.7%
MCD vs FND
-61.6%
+84.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +7.1% | +7.7% | -0.6% | +6.3% |
| 30D | +19.8% | +11.9% | +7.9% | +18.4% |
| 3M | +0.8% | -14.6% | +15.4% | +2.1% |
| 6M | -1.3% | +0.5% | -1.8% | -1.8% |
| YTD | -7.8% | -15.8% | +8.1% | -7.1% |
| 1Y | -5.0% | -12.9% | +8.0% | -4.6% |
| 3Y | +10.5% | -34.2% | +44.7% | +11.4% |
| All | +22.7% | -61.6% | +84.3% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FND wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling