+20.4%
MCD vs UMC
+139.4%
-119.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.0% | -0.1% |
| 7D | -2.0% | +6.6% | -8.6% | -2.2% |
| 30D | -6.1% | +16.6% | -22.7% | -6.6% |
| 3M | -7.3% | +11.0% | -18.3% | -8.4% |
| 6M | -20.9% | +131.3% | -152.2% | -26.1% |
| YTD | -14.7% | +182.5% | -197.2% | -21.9% |
| 1Y | -16.1% | +222.3% | -238.4% | -24.2% |
| 3Y | -1.5% | +253.0% | -254.5% | -13.0% |
| 5Y | +20.4% | +141.8% | -121.4% | +9.3% |
| All | +20.4% | +139.4% | -119.0% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling