+22.7%
MCD vs U
-66.8%
+89.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.1% | -0.7% |
| 7D | +7.1% | +36.6% | -29.4% | +6.4% |
| 30D | +19.8% | +13.3% | +6.5% | +19.4% |
| 3M | +0.8% | +26.2% | -25.4% | +0.2% |
| 6M | -1.3% | +88.7% | -90.1% | -2.9% |
| YTD | -7.8% | +16.6% | -24.3% | -8.4% |
| 1Y | -5.0% | +29.0% | -33.9% | -5.9% |
| 3Y | +10.5% | +99.5% | -88.9% | +6.4% |
| All | +22.7% | -66.8% | +89.5% | +22.3% |
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 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