-17.3%
MCD vs UMC
+209.4%
-226.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.6% | -6.1% | -1.3% |
| 7D | -2.8% | +5.0% | -7.8% | -2.6% |
| 30D | -6.0% | +7.7% | -13.7% | -5.6% |
| 3M | -5.6% | +1.7% | -7.2% | -5.9% |
| 6M | -21.9% | +113.9% | -135.8% | -22.4% |
| YTD | -14.7% | +168.9% | -183.6% | -15.4% |
| 1Y | -17.3% | +207.2% | -224.5% | -19.0% |
| All | -17.3% | +209.4% | -226.7% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling