-1.5%
MCD vs UL
+25.2%
-26.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | -2.8% | -1.3% | -1.5% | -2.4% |
| 30D | -6.0% | +0.5% | -6.5% | -6.2% |
| 3M | -5.6% | +17.6% | -23.2% | -11.3% |
| 6M | -21.9% | -5.4% | -16.5% | -20.5% |
| YTD | -14.7% | +0.7% | -15.4% | -15.4% |
| 1Y | -17.3% | -9.3% | -8.0% | -14.5% |
| All | -1.5% | +25.2% | -26.8% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling