-16.8%
MCD vs SPXU
-37.3%
+20.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -0.9% |
| 7D | -2.9% | +1.3% | -4.1% | -2.9% |
| 30D | -6.7% | +5.1% | -11.9% | -6.8% |
| 3M | -9.6% | -9.1% | -0.4% | -9.5% |
| 6M | -22.3% | -29.6% | +7.3% | -23.4% |
| YTD | -15.4% | -27.7% | +12.2% | -16.7% |
| 1Y | -16.8% | -37.0% | +20.2% | -17.9% |
| All | -16.8% | -37.3% | +20.5% | -17.9% |
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