+22.7%
MCD vs URA
+33.4%
-10.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -0.7% |
| 7D | +7.1% | -4.1% | +11.2% | +7.2% |
| 30D | +19.8% | -19.0% | +38.8% | +20.4% |
| 3M | +0.8% | -25.1% | +25.9% | +1.5% |
| 6M | -1.3% | -44.5% | +43.2% | +0.4% |
| YTD | -7.8% | -24.3% | +16.6% | -7.7% |
| 1Y | -5.0% | -28.1% | +23.2% | -4.7% |
| 3Y | +10.5% | +40.7% | -30.1% | +4.2% |
| All | +22.7% | +33.4% | -10.6% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling