+171.3%
MCD vs FTV
+90.8%
+80.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.2% |
| 7D | -2.8% | -4.5% | +1.7% | -1.3% |
| 30D | -6.0% | -7.1% | +1.0% | -3.7% |
| 3M | -5.6% | -7.2% | +1.6% | -3.5% |
| 6M | -21.9% | -1.5% | -20.3% | -21.9% |
| YTD | -14.7% | +3.5% | -18.2% | -16.7% |
| 1Y | -17.3% | +20.3% | -37.6% | -23.7% |
| 3Y | -2.2% | -3.1% | +1.0% | -4.4% |
| 5Y | +20.3% | +2.3% | +17.9% | +12.7% |
| 10Y | +180.7% | +76.3% | +104.4% | +100.1% |
| All | +171.3% | +90.8% | +80.6% | +91.6% |
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