+13.3%
MCD vs URA
+41.9%
-28.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +2.1% |
| 7D | +7.3% | +0.3% | +7.0% | +7.3% |
| 30D | +20.0% | -14.8% | +34.7% | +19.7% |
| 3M | +3.8% | -25.3% | +29.1% | +3.5% |
| 6M | +3.8% | -39.9% | +43.7% | +3.4% |
| YTD | -5.9% | -22.4% | +16.6% | -6.2% |
| 1Y | -3.2% | -29.0% | +25.7% | -3.5% |
| 3Y | +13.3% | +41.0% | -27.7% | +8.7% |
| All | +13.3% | +41.9% | -28.6% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling