-21.9%
MCD vs FRSH
+46.6%
-68.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.7% | +3.2% | -1.4% |
| 7D | -2.8% | -8.2% | +5.3% | -2.6% |
| 30D | -6.0% | +10.5% | -16.5% | -6.3% |
| 3M | -5.6% | +32.7% | -38.3% | -6.8% |
| 6M | -21.9% | +50.3% | -72.1% | -23.2% |
| All | -21.9% | +46.6% | -68.4% | -23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling