+195.2%
MCD vs USFR
+28.5%
+166.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.6% | +0.1% | -1.6% | -1.6% |
| 30D | +16.0% | +0.4% | +15.7% | +16.1% |
| 3M | 0.0% | +1.0% | -1.1% | +0.2% |
| 6M | +0.9% | +2.0% | -1.1% | +1.4% |
| YTD | -8.7% | +3.4% | -12.2% | -8.1% |
| 1Y | -8.6% | +4.1% | -12.6% | -7.9% |
| 3Y | +9.9% | +14.4% | -4.6% | +12.9% |
| 5Y | +22.6% | +21.4% | +1.3% | +28.0% |
| All | +195.2% | +28.5% | +166.7% | +224.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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