+30.3%
MCD vs AUR
-57.9%
+88.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.6% |
| 7D | -1.6% | -4.5% | +2.9% | -1.6% |
| 30D | +14.1% | -16.6% | +30.8% | +14.4% |
| 3M | +0.6% | -38.5% | +39.1% | +1.3% |
| 6M | 0.0% | -49.9% | +49.9% | +1.0% |
| YTD | -9.3% | +9.6% | -18.9% | -10.0% |
| 1Y | -9.3% | +1.2% | -10.5% | -9.9% |
| 3Y | +8.6% | +128.8% | -120.2% | +3.8% |
| 5Y | +21.9% | -57.9% | +79.8% | +17.7% |
| All | +30.3% | -57.9% | +88.2% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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