+285.2%
MCD vs FTAI
+2,476.2%
-2,191.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.2% | +5.5% | +0.7% |
| 7D | +7.3% | -6.1% | +13.4% | +7.6% |
| 30D | +20.0% | +10.9% | +9.1% | +18.2% |
| 3M | +3.8% | -12.1% | +16.0% | +4.3% |
| 6M | +3.8% | -30.0% | +33.8% | +6.1% |
| YTD | -5.9% | -3.7% | -2.1% | -7.9% |
| 1Y | -3.2% | +14.8% | -18.0% | -7.4% |
| 3Y | +13.3% | +376.0% | -362.7% | -17.7% |
| 5Y | +25.2% | +886.6% | -861.3% | -21.8% |
| 10Y | +213.3% | +2,741.2% | -2,527.9% | +51.6% |
| All | +285.2% | +2,476.2% | -2,191.0% | +89.6% |
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