+180.0%
MCD vs USFR
+28.1%
+152.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | +0.1% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -6.1% | +0.3% | -6.5% | -6.1% |
| 3M | -7.3% | +1.0% | -8.2% | -7.1% |
| 6M | -20.9% | +1.9% | -22.9% | -20.6% |
| YTD | -14.7% | +2.7% | -17.3% | -14.2% |
| 1Y | -16.1% | +4.0% | -20.1% | -15.5% |
| 3Y | -1.5% | +14.0% | -15.5% | +1.3% |
| 5Y | +20.4% | +20.4% | 0.0% | +25.8% |
| 10Y | +180.0% | +28.1% | +152.0% | +206.9% |
| All | +180.0% | +28.1% | +152.0% | +206.9% |
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