-11.1%
MCD vs FPS
-17.4%
+6.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.0% | +5.2% | -0.1% |
| 7D | +7.3% | -20.9% | +28.1% | +5.7% |
| 30D | +20.0% | -46.3% | +66.3% | +16.0% |
| 3M | +3.8% | -42.9% | +46.7% | +1.2% |
| 6M | +3.8% | -46.8% | +50.6% | +0.4% |
| All | -11.1% | -17.4% | +6.3% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling