+437.1%
MCD vs URA
-51.6%
+488.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.0% |
| 7D | +7.1% | -4.1% | +11.2% | +7.6% |
| 30D | +19.8% | -19.0% | +38.8% | +22.3% |
| 3M | +0.8% | -25.1% | +25.9% | +3.6% |
| 6M | -1.3% | -44.5% | +43.2% | +4.5% |
| YTD | -7.8% | -24.3% | +16.6% | -6.6% |
| 1Y | -5.0% | -28.1% | +23.2% | -3.4% |
| 3Y | +10.5% | +40.7% | -30.1% | 0.0% |
| 5Y | +22.0% | +35.5% | -13.5% | +8.3% |
| 10Y | +216.7% | +281.2% | -64.5% | +120.1% |
| All | +437.1% | -51.6% | +488.8% | +361.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling