+31.6%
MCD vs AUR
-54.0%
+85.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.6% |
| 7D | -1.9% | +12.7% | -14.7% | -2.1% |
| 30D | +16.6% | -18.7% | +35.3% | +17.0% |
| 3M | +0.9% | -33.8% | +34.8% | +1.5% |
| 6M | +1.5% | -36.6% | +38.1% | +2.0% |
| YTD | -8.3% | +19.8% | -28.1% | -9.1% |
| 1Y | -8.1% | +8.0% | -16.1% | -8.8% |
| 3Y | +10.3% | +153.4% | -143.1% | +5.3% |
| 5Y | +23.4% | -54.0% | +77.4% | +19.0% |
| All | +31.6% | -54.0% | +85.6% | +26.7% |
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