-3.5%
MCD vs SPXU
-27.0%
+23.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.0% | +8.8% | +1.6% |
| 7D | +5.9% | -1.5% | +7.4% | +6.0% |
| 30D | +19.6% | +9.7% | +10.0% | +19.5% |
| 3M | +3.3% | +8.4% | -5.2% | +3.2% |
| 6M | +3.5% | -5.7% | +9.2% | +3.2% |
| YTD | -6.1% | -25.4% | +19.3% | -8.0% |
| All | -3.5% | -27.0% | +23.5% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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