-15.2%
MCD vs AUR
+10.3%
-25.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | -0.2% |
| 7D | -2.5% | +0.2% | -2.7% | -2.5% |
| 30D | -7.0% | -8.9% | +1.9% | -7.2% |
| 3M | -9.8% | +4.6% | -14.4% | -9.9% |
| 6M | -21.8% | +44.9% | -66.6% | -22.3% |
| YTD | -15.6% | +64.8% | -80.4% | -16.7% |
| 1Y | -15.2% | +16.4% | -31.5% | -17.5% |
| All | -15.2% | +10.3% | -25.4% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling