+282.3%
MCD vs USFR
+27.5%
+254.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -6.0% | +0.3% | -6.3% | -6.1% |
| 3M | -5.6% | +1.0% | -6.6% | -5.9% |
| 6M | -21.9% | +1.9% | -23.8% | -22.3% |
| YTD | -14.7% | +2.6% | -17.3% | -15.4% |
| 1Y | -17.3% | +4.0% | -21.3% | -18.3% |
| 3Y | -2.2% | +14.1% | -16.3% | -6.2% |
| 5Y | +20.3% | +20.4% | -0.1% | +13.3% |
| 10Y | +180.7% | +28.0% | +152.7% | +159.4% |
| All | +282.3% | +27.5% | +254.8% | +251.9% |
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 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