+17.1%
MCD vs FRSH
-72.4%
+89.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.9% |
| 7D | -2.9% | -9.6% | +6.7% | -2.6% |
| 30D | -6.7% | -0.4% | -6.3% | -6.8% |
| 3M | -9.6% | +27.2% | -36.7% | -10.3% |
| 6M | -22.3% | +42.2% | -64.5% | -23.3% |
| YTD | -15.4% | -2.6% | -12.8% | -15.5% |
| 1Y | -16.8% | -10.2% | -6.6% | -16.7% |
| 3Y | -2.4% | -45.5% | +43.1% | -1.4% |
| All | +17.1% | -72.4% | +89.6% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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