+193.4%
MCD vs FTI
+189.4%
+4.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.8% |
| 7D | -1.6% | +4.3% | -6.0% | -2.1% |
| 30D | +14.1% | -4.7% | +18.8% | +14.5% |
| 3M | +0.6% | -13.5% | +14.1% | +1.9% |
| 6M | 0.0% | -8.7% | +8.7% | +0.5% |
| YTD | -9.3% | +49.0% | -58.3% | -13.9% |
| 1Y | -9.3% | +54.0% | -63.3% | -14.3% |
| 3Y | +8.6% | +211.6% | -203.0% | -7.2% |
| 5Y | +21.9% | +881.9% | -860.0% | -13.8% |
| All | +193.4% | +189.4% | +4.1% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling