+21.0%
MCD vs AUR
-35.7%
+56.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.2% |
| 7D | -1.2% | +1.4% | -2.7% | -1.3% |
| 30D | -7.8% | -6.4% | -1.3% | -7.7% |
| 3M | -10.7% | +7.7% | -18.4% | -10.9% |
| 6M | -21.3% | +44.5% | -65.8% | -22.1% |
| YTD | -15.8% | +67.4% | -83.2% | -16.9% |
| 1Y | -16.0% | +15.4% | -31.5% | -16.6% |
| 3Y | -3.0% | +94.8% | -97.8% | -6.5% |
| 5Y | +18.6% | -35.1% | +53.7% | +13.3% |
| All | +21.0% | -35.7% | +56.7% | +15.8% |
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