+193.4%
MCD vs FTV
+119.0%
+74.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.0% |
| 3M | +0.8% | +7.5% | -6.7% | -1.8% |
| 6M | -1.3% | +8.5% | -9.8% | -4.4% |
| YTD | -7.8% | +18.8% | -26.5% | -14.1% |
| 1Y | -5.0% | +28.5% | -33.5% | -14.0% |
| 3Y | +10.5% | +34.0% | -23.4% | -4.1% |
| 5Y | +22.0% | +12.6% | +9.4% | +11.2% |
| 10Y | +216.7% | +111.4% | +105.3% | +113.7% |
| All | +193.4% | +119.0% | +74.4% | +97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling