-5.2%
MCD vs FTV
+27.9%
-33.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | +7.1% | +0.2% | +6.9% | +7.1% |
| 30D | +19.8% | +15.7% | +4.1% | +17.4% |
| 3M | +0.8% | +7.5% | -6.7% | -0.3% |
| 6M | -1.3% | +8.5% | -9.8% | -2.5% |
| YTD | -7.8% | +18.8% | -26.5% | -10.6% |
| All | -5.2% | +27.9% | -33.0% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling