+42.8%
MCD vs U
-33.1%
+75.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.4% |
| 7D | -1.6% | +2.8% | -4.4% | -1.7% |
| 30D | +16.0% | +7.6% | +8.4% | +15.8% |
| 3M | 0.0% | +12.7% | -12.7% | -0.4% |
| 6M | +0.9% | +87.0% | -86.0% | -0.7% |
| YTD | -8.7% | +13.6% | -22.3% | -9.3% |
| 1Y | -8.6% | +25.3% | -33.9% | -9.5% |
| 3Y | +9.9% | +85.8% | -75.9% | +6.0% |
| 5Y | +22.6% | -74.5% | +97.1% | +22.6% |
| All | +42.8% | -33.1% | +75.9% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 10y: compounded portfolio wealth divided by compounded U 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…
10y analysis · Full analysis span regression · 6 months rolling