+21.6%
MCD vs U
-68.9%
+90.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.5% |
| 7D | -2.8% | -3.8% | +1.0% | -2.7% |
| 30D | -6.0% | +17.5% | -23.5% | -6.4% |
| 3M | -5.6% | +38.7% | -44.3% | -6.4% |
| 6M | -21.9% | +104.4% | -126.3% | -23.4% |
| YTD | -14.7% | -5.7% | -9.0% | -14.8% |
| 1Y | -17.3% | +3.7% | -20.9% | -17.8% |
| 3Y | -2.2% | +12.3% | -14.5% | -4.4% |
| All | +21.6% | -68.9% | +90.5% | +21.0% |
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