-16.8%
MCD vs UMC
+235.1%
-251.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -0.7% |
| 7D | -2.9% | +13.6% | -16.5% | -2.2% |
| 30D | -6.7% | +20.8% | -27.5% | -5.8% |
| 3M | -9.6% | +16.1% | -25.7% | -9.4% |
| 6M | -22.3% | +137.3% | -159.6% | -22.4% |
| YTD | -15.4% | +193.8% | -209.2% | -15.7% |
| 1Y | -16.8% | +236.1% | -252.9% | -17.6% |
| All | -16.8% | +235.1% | -251.9% | -17.6% |
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