+180.0%
MCD vs FTV
+77.3%
+102.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -2.0% | -0.4% | -1.6% | -1.9% |
| 30D | -6.1% | -8.3% | +2.2% | -3.4% |
| 3M | -7.3% | -7.4% | +0.1% | -5.1% |
| 6M | -20.9% | -1.2% | -19.7% | -21.1% |
| YTD | -14.7% | +2.7% | -17.4% | -16.5% |
| 1Y | -16.1% | +18.4% | -34.6% | -22.2% |
| 3Y | -1.5% | -2.0% | +0.5% | -4.3% |
| 5Y | +20.4% | +3.4% | +17.0% | +12.2% |
| 10Y | +180.0% | +78.5% | +101.5% | +98.3% |
| All | +180.0% | +77.3% | +102.7% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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