+193.4%
MCD vs URA
+266.3%
-72.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | -1.6% | -1.5% | -0.1% | -1.5% |
| 30D | +14.1% | -10.4% | +24.5% | +15.2% |
| 3M | +0.6% | -29.6% | +30.2% | +3.7% |
| 6M | 0.0% | -40.3% | +40.3% | +4.5% |
| YTD | -9.3% | -25.5% | +16.2% | -8.3% |
| 1Y | -9.3% | -26.4% | +17.1% | -8.3% |
| 3Y | +8.6% | +31.4% | -22.8% | -1.3% |
| 5Y | +21.9% | +28.6% | -6.7% | +8.9% |
| All | +193.4% | +266.3% | -72.8% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling