+10.5%
MCD vs UL
+35.9%
-25.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.4% |
| 7D | +7.1% | +1.1% | +6.0% | +6.7% |
| 30D | +19.8% | +8.2% | +11.5% | +16.4% |
| 3M | +0.8% | +4.5% | -3.7% | -0.8% |
| 6M | -1.3% | +12.6% | -13.9% | -5.8% |
| YTD | -7.8% | +3.5% | -11.3% | -9.5% |
| 1Y | -5.0% | -0.4% | -4.5% | -5.4% |
| 3Y | +10.5% | +36.0% | -25.4% | +2.4% |
| All | +10.5% | +35.9% | -25.4% | +2.4% |
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