+211.3%
MCD vs FTI
+185.2%
+26.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.7% |
| 7D | +5.9% | -4.3% | +10.3% | +6.4% |
| 30D | +19.6% | -8.0% | +27.7% | +20.5% |
| 3M | +3.3% | -8.0% | +11.3% | +3.9% |
| 6M | +3.5% | -8.7% | +12.2% | +3.9% |
| YTD | -6.1% | +43.9% | -50.0% | -10.6% |
| 1Y | -3.7% | +49.8% | -53.5% | -8.7% |
| 3Y | +13.4% | +211.7% | -198.3% | -3.3% |
| 5Y | +25.2% | +781.6% | -756.4% | -10.3% |
| 10Y | +211.3% | +180.2% | +31.1% | +109.8% |
| All | +211.3% | +185.2% | +26.1% | +109.8% |
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