+23.4%
MCD vs URA
+37.5%
-14.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -2.7% |
| 7D | -1.9% | +2.9% | -4.8% | -2.0% |
| 30D | +16.6% | -10.8% | +27.4% | +16.9% |
| 3M | +0.9% | -25.5% | +26.5% | +1.7% |
| 6M | +1.5% | -41.2% | +42.7% | +3.1% |
| YTD | -8.3% | -21.3% | +12.9% | -8.3% |
| 1Y | -8.1% | -25.7% | +17.6% | -7.9% |
| 3Y | +10.3% | +43.1% | -32.7% | +3.9% |
| 5Y | +23.4% | +35.6% | -12.2% | +17.1% |
| All | +23.4% | +37.5% | -14.1% | +17.1% |
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 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