+195.2%
MCD vs URA
+272.2%
-77.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | -0.1% |
| 7D | -1.6% | +4.5% | -6.0% | -2.0% |
| 30D | +16.0% | -13.4% | +29.5% | +17.5% |
| 3M | 0.0% | -28.4% | +28.4% | +2.9% |
| 6M | +0.9% | -40.5% | +41.4% | +5.5% |
| YTD | -8.7% | -24.3% | +15.6% | -7.8% |
| 1Y | -8.6% | -28.8% | +20.3% | -7.2% |
| 3Y | +9.9% | +37.6% | -27.8% | -0.8% |
| 5Y | +22.6% | +30.7% | -8.0% | +9.4% |
| All | +195.2% | +272.2% | -77.0% | +80.1% |
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