+22.5%
MCD vs AUR
-36.6%
+59.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -2.8% | +8.7% | -11.6% | -3.0% |
| 30D | -6.0% | -5.2% | -0.8% | -6.0% |
| 3M | -5.6% | -7.3% | +1.7% | -5.6% |
| 6M | -21.9% | +41.2% | -63.1% | -22.6% |
| YTD | -14.7% | +65.1% | -79.8% | -15.9% |
| 1Y | -17.3% | +13.4% | -30.7% | -17.9% |
| 3Y | -2.2% | +98.1% | -100.3% | -5.8% |
| 5Y | +20.3% | -36.0% | +56.3% | +15.0% |
| All | +22.5% | -36.6% | +59.1% | +17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling