+1,838.6%
MCD vs UMC
+157.8%
+1,680.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.5% | -5.7% | +1.0% |
| 7D | +5.9% | -9.2% | +15.1% | +6.7% |
| 30D | +19.6% | -35.1% | +54.8% | +24.4% |
| 3M | +3.3% | -20.5% | +23.7% | +4.9% |
| 6M | +3.5% | -1.7% | +5.2% | +1.4% |
| YTD | -6.1% | +92.8% | -98.9% | -15.3% |
| 1Y | -3.7% | +104.5% | -108.1% | -13.7% |
| 3Y | +13.4% | +129.8% | -116.5% | -0.9% |
| 5Y | +25.2% | +74.0% | -48.8% | +11.2% |
| 10Y | +211.3% | +1,198.4% | -987.2% | +110.2% |
| All | +1,838.6% | +157.8% | +1,680.8% | +1,103.0% |
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 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