+313.5%
MCD vs USFR
+28.5%
+284.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | +7.1% | +0.1% | +7.0% | +7.1% |
| 30D | +19.8% | +0.4% | +19.4% | +19.6% |
| 3M | +0.8% | +1.1% | -0.2% | +0.5% |
| 6M | -1.3% | +2.1% | -3.4% | -1.9% |
| YTD | -7.8% | +3.4% | -11.2% | -8.7% |
| 1Y | -5.0% | +4.1% | -9.1% | -6.2% |
| 3Y | +10.5% | +14.4% | -3.9% | +5.9% |
| 5Y | +22.0% | +21.3% | +0.6% | +14.7% |
| 10Y | +216.7% | +28.5% | +188.2% | +192.5% |
| All | +313.5% | +28.5% | +284.9% | +279.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling