+180.0%
MCD vs FTI
+304.2%
-124.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.2% | +0.3% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | -6.1% | +12.3% | -18.5% | -7.4% |
| 3M | -7.3% | +13.8% | -21.0% | -8.7% |
| 6M | -20.9% | +24.3% | -45.2% | -23.1% |
| YTD | -14.7% | +75.8% | -90.4% | -20.3% |
| 1Y | -16.1% | +99.6% | -115.7% | -22.9% |
| 3Y | -1.5% | +278.4% | -279.9% | -17.6% |
| 5Y | +20.4% | +1,168.7% | -1,148.2% | -17.7% |
| 10Y | +180.0% | +297.5% | -117.5% | +82.7% |
| All | +180.0% | +304.2% | -124.2% | +82.7% |
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