-8.6%
MCD vs URA
-29.1%
+20.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | -0.6% |
| 7D | -1.6% | +4.5% | -6.0% | -1.4% |
| 30D | +16.0% | -13.4% | +29.5% | +15.4% |
| 3M | 0.0% | -28.4% | +28.4% | -1.3% |
| 6M | +0.9% | -40.5% | +41.4% | -0.5% |
| YTD | -8.7% | -24.3% | +15.6% | -8.1% |
| 1Y | -8.6% | -28.8% | +20.3% | -8.4% |
| All | -8.6% | -29.1% | +20.5% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling