+18.2%
MCD vs FRSH
-70.6%
+88.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.5% |
| 6M | -21.9% | +50.3% | -72.1% | -23.0% |
| YTD | -14.7% | +3.9% | -18.6% | -15.0% |
| 1Y | -17.3% | -2.2% | -15.1% | -17.4% |
| 3Y | -2.2% | -42.9% | +40.8% | -1.3% |
| All | +18.2% | -70.6% | +88.7% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling