+211.7%
MCD vs URI
+1,374.0%
-1,162.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.7% |
| 7D | +7.1% | -9.8% | +16.9% | +8.8% |
| 30D | +19.8% | +1.7% | +18.0% | +19.3% |
| 3M | +0.8% | -9.1% | +9.9% | +2.0% |
| 6M | -1.3% | +9.9% | -11.2% | -3.5% |
| YTD | -7.8% | +31.2% | -39.0% | -13.3% |
| 1Y | -5.0% | +25.9% | -30.9% | -10.1% |
| 3Y | +10.5% | +147.4% | -136.8% | -10.7% |
| 5Y | +22.0% | +179.7% | -157.8% | -6.7% |
| All | +211.7% | +1,374.0% | -1,162.3% | +67.8% |
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