+47.3%
MCD vs U
-32.9%
+80.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.3% |
| 7D | +7.3% | +24.4% | -17.1% | +6.7% |
| 30D | +20.0% | +7.4% | +12.6% | +19.7% |
| 3M | +3.8% | +16.8% | -13.0% | +3.4% |
| 6M | +3.8% | +78.8% | -75.0% | +2.2% |
| YTD | -5.9% | +14.0% | -19.8% | -6.5% |
| 1Y | -3.2% | +16.7% | -20.0% | -4.0% |
| 3Y | +13.3% | +86.4% | -73.1% | +9.3% |
| 5Y | +25.2% | -71.5% | +96.7% | +24.9% |
| All | +47.3% | -32.9% | +80.2% | +43.6% |
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