+1,843.7%
MCD vs UMC
+160.4%
+1,683.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | +7.3% | -8.3% | +15.6% | +8.0% |
| 30D | +20.0% | -34.5% | +54.4% | +24.6% |
| 3M | +3.8% | -20.0% | +23.8% | +5.4% |
| 6M | +3.8% | -0.7% | +4.5% | +1.6% |
| YTD | -5.9% | +94.7% | -100.6% | -15.1% |
| 1Y | -3.2% | +106.0% | -109.2% | -13.3% |
| 3Y | +13.3% | +124.3% | -111.0% | -0.6% |
| 5Y | +25.2% | +78.0% | -52.7% | +11.0% |
| 10Y | +213.3% | +1,225.9% | -1,012.6% | +111.1% |
| All | +1,843.7% | +160.4% | +1,683.3% | +1,104.9% |
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