+11.2%
MCD vs URA
+30.2%
-19.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.5% | -0.9% |
| 7D | +8.0% | -13.3% | +21.3% | +7.8% |
| 30D | +19.6% | -25.9% | +45.5% | +19.2% |
| 3M | +2.2% | -27.8% | +30.0% | +1.8% |
| 6M | -1.1% | -42.8% | +41.7% | -1.6% |
| YTD | -7.2% | -27.5% | +20.3% | -7.7% |
| 1Y | -6.7% | -35.1% | +28.4% | -7.1% |
| All | +11.2% | +30.2% | -19.1% | +6.2% |
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