+180.0%
MCD vs UL
+65.6%
+114.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.4% |
| 7D | -2.0% | -1.3% | -0.7% | -1.6% |
| 30D | -6.1% | +0.9% | -7.1% | -6.5% |
| 3M | -7.3% | +14.2% | -21.5% | -12.0% |
| 6M | -20.9% | -3.2% | -17.7% | -20.3% |
| YTD | -14.7% | -0.3% | -14.3% | -15.1% |
| 1Y | -16.1% | -8.8% | -7.3% | -13.9% |
| 3Y | -1.5% | +23.9% | -25.4% | -10.1% |
| 5Y | +20.4% | +21.4% | -0.9% | +9.0% |
| 10Y | +180.0% | +66.7% | +113.3% | +138.8% |
| All | +180.0% | +65.6% | +114.4% | +138.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling