+249.1%
MCD vs FTAI
+2,582.9%
-2,333.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | 0.0% | -1.4% |
| 7D | -2.8% | +0.7% | -3.5% | -2.9% |
| 30D | -6.0% | -12.1% | +6.1% | -5.0% |
| 3M | -5.6% | -21.3% | +15.8% | -3.9% |
| 6M | -21.9% | -30.2% | +8.4% | -20.1% |
| YTD | -14.7% | +0.3% | -15.0% | -16.4% |
| 1Y | -17.3% | +27.2% | -44.4% | -21.5% |
| 3Y | -2.2% | +443.9% | -446.0% | -30.0% |
| 5Y | +20.3% | +853.5% | -833.3% | -23.9% |
| 10Y | +180.7% | +3,169.1% | -2,988.4% | +35.4% |
| All | +249.1% | +2,582.9% | -2,333.8% | +72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling