+20.8%
MCD vs U
-73.3%
+94.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.2% | -5.8% | -0.7% |
| 7D | -1.6% | +2.6% | -4.2% | -1.7% |
| 30D | +14.1% | +27.6% | -13.4% | +13.4% |
| 3M | +0.6% | +15.3% | -14.7% | +0.2% |
| 6M | 0.0% | +96.4% | -96.4% | -1.7% |
| YTD | -9.3% | +19.6% | -28.8% | -9.9% |
| 1Y | -9.3% | +42.1% | -51.4% | -10.5% |
| 3Y | +8.6% | +87.5% | -78.9% | +4.7% |
| All | +20.8% | -73.3% | +94.1% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling