+614.6%
MCD vs SPXU
-100.0%
+714.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.3% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -6.0% | +0.8% | -6.8% | -5.8% |
| 3M | -5.6% | -4.7% | -0.9% | -6.2% |
| 6M | -21.9% | -29.6% | +7.8% | -26.6% |
| YTD | -14.7% | -29.9% | +15.2% | -19.8% |
| 1Y | -17.3% | -39.1% | +21.8% | -24.2% |
| 3Y | -2.2% | -80.0% | +77.8% | -25.5% |
| 5Y | +20.3% | -86.0% | +106.3% | -7.8% |
| 10Y | +180.7% | -99.5% | +280.2% | +29.4% |
| All | +614.6% | -100.0% | +714.6% | +108.1% |
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