+25.2%
MCD vs U
-69.7%
+94.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +5.9% | +32.3% | -26.4% | +5.3% |
| 30D | +19.6% | +9.7% | +9.9% | +19.3% |
| 3M | +3.3% | +19.6% | -16.3% | +2.8% |
| 6M | +3.5% | +82.6% | -79.1% | +1.9% |
| YTD | -6.1% | +16.4% | -22.5% | -6.7% |
| 1Y | -3.7% | +28.5% | -32.1% | -4.7% |
| 3Y | +13.4% | +103.8% | -90.4% | +9.0% |
| 5Y | +25.2% | -70.0% | +95.2% | +25.2% |
| All | +25.2% | -69.7% | +94.8% | +25.2% |
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