+45.1%
MCD vs U
-34.9%
+80.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +14.9% | -15.7% | -1.1% |
| 7D | +8.0% | +24.3% | -16.2% | +7.5% |
| 30D | +19.6% | +8.6% | +11.0% | +19.3% |
| 3M | +2.2% | +37.6% | -35.4% | +1.3% |
| 6M | -1.1% | +78.5% | -79.6% | -2.6% |
| YTD | -7.2% | +10.5% | -17.7% | -7.8% |
| 1Y | -6.7% | +15.2% | -21.9% | -7.4% |
| 3Y | +11.6% | +76.6% | -65.0% | +7.8% |
| 5Y | +22.6% | -67.9% | +90.5% | +22.0% |
| All | +45.1% | -34.9% | +80.1% | +41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling