+205.9%
MCD vs URI
+1,243.8%
-1,037.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -3.3% |
| 7D | -1.9% | +2.4% | -4.3% | -2.4% |
| 30D | +16.6% | +8.9% | +7.7% | +14.8% |
| 3M | +0.9% | +0.8% | +0.1% | +0.5% |
| 6M | +1.5% | +23.1% | -21.7% | -2.7% |
| YTD | -8.3% | +43.1% | -51.4% | -15.1% |
| 1Y | -8.1% | +35.7% | -43.8% | -14.2% |
| 3Y | +10.3% | +158.2% | -147.9% | -11.6% |
| 5Y | +23.4% | +212.6% | -189.1% | -7.8% |
| 10Y | +205.9% | +1,210.8% | -1,004.8% | +64.0% |
| All | +205.9% | +1,243.8% | -1,037.8% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling