+1,661.3%
MCD vs UMC
+259.6%
+1,401.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.6% | -6.1% | -2.0% |
| 7D | -2.8% | +5.0% | -7.8% | -3.3% |
| 30D | -6.0% | +7.7% | -13.7% | -6.8% |
| 3M | -5.6% | +1.7% | -7.2% | -6.8% |
| 6M | -21.9% | +113.9% | -135.8% | -29.2% |
| YTD | -14.7% | +168.9% | -183.6% | -25.1% |
| 1Y | -17.3% | +207.2% | -224.5% | -28.5% |
| 3Y | -2.2% | +227.7% | -229.8% | -17.0% |
| 5Y | +20.3% | +118.0% | -97.8% | +5.2% |
| 10Y | +180.7% | +1,682.1% | -1,501.4% | +84.7% |
| All | +1,661.3% | +259.6% | +1,401.7% | +963.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling