+672.8%
MCD vs SPXU
-100.0%
+772.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.7% |
| 7D | +7.1% | +7.6% | -0.4% | +8.9% |
| 30D | +19.8% | +17.5% | +2.3% | +23.9% |
| 3M | +0.8% | +14.7% | -13.8% | +3.9% |
| 6M | -1.3% | -0.1% | -1.3% | -0.7% |
| YTD | -7.8% | -19.8% | +12.1% | -10.7% |
| 1Y | -5.0% | -23.7% | +18.8% | -8.8% |
| 3Y | +10.5% | -79.5% | +90.0% | -15.6% |
| 5Y | +22.0% | -81.9% | +103.9% | -1.1% |
| 10Y | +216.7% | -99.5% | +316.2% | +47.0% |
| All | +672.8% | -100.0% | +772.8% | +131.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling