-1.5%
MCD vs FTAI
+448.1%
-449.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -2.0% | +3.9% | -5.9% | -2.1% |
| 30D | -6.1% | -8.8% | +2.7% | -6.1% |
| 3M | -7.3% | -14.5% | +7.2% | -7.2% |
| 6M | -20.9% | -24.0% | +3.1% | -20.8% |
| YTD | -14.7% | +0.5% | -15.1% | -14.9% |
| 1Y | -16.1% | +19.1% | -35.2% | -16.6% |
| 3Y | -1.5% | +460.7% | -462.2% | -8.1% |
| All | -1.5% | +448.1% | -449.6% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 3y: compounded portfolio wealth divided by compounded FTAI 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…
3y analysis · Full analysis span regression · 6 months rolling