+211.3%
MCD vs UL
+102.0%
+109.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.4% |
| 7D | +5.9% | +0.3% | +5.7% | +5.9% |
| 30D | +19.6% | +7.0% | +12.7% | +16.7% |
| 3M | +3.3% | +5.8% | -2.5% | +1.1% |
| 6M | +3.5% | +16.1% | -12.6% | -2.4% |
| YTD | -6.1% | +4.5% | -10.6% | -8.2% |
| 1Y | -3.7% | -1.3% | -2.4% | -3.9% |
| 3Y | +13.4% | +35.0% | -21.6% | +0.1% |
| 5Y | +25.2% | +31.9% | -6.8% | +9.5% |
| 10Y | +211.3% | +99.3% | +112.0% | +154.9% |
| All | +211.3% | +102.0% | +109.3% | +154.9% |
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