+20.8%
MCD vs UL
+33.5%
-12.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | -1.6% | +1.1% | -2.8% | -2.0% |
| 30D | +14.1% | +4.5% | +9.6% | +12.5% |
| 3M | +0.6% | +6.5% | -5.9% | -1.4% |
| 6M | 0.0% | +18.2% | -18.1% | -5.3% |
| YTD | -9.3% | +4.7% | -14.0% | -11.0% |
| 1Y | -9.3% | +0.8% | -10.1% | -10.1% |
| 3Y | +8.6% | +35.9% | -27.3% | -0.8% |
| All | +20.8% | +33.5% | -12.7% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling