-8.6%
MCD vs U
+19.5%
-28.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.4% |
| 7D | -1.6% | +2.8% | -4.4% | -1.5% |
| 30D | +16.0% | +7.6% | +8.4% | +16.1% |
| 3M | 0.0% | +12.7% | -12.7% | +0.1% |
| 6M | +0.9% | +87.0% | -86.0% | +2.3% |
| YTD | -8.7% | +13.6% | -22.3% | -8.2% |
| 1Y | -8.6% | +25.3% | -33.9% | -7.7% |
| All | -8.6% | +19.5% | -28.0% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling