+177.3%
MCD vs URI
+1,179.9%
-1,002.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.8% |
| 7D | -2.8% | -2.0% | -0.8% | -2.6% |
| 30D | -6.0% | -12.9% | +6.9% | -4.0% |
| 3M | -5.6% | -6.7% | +1.2% | -4.9% |
| 6M | -21.9% | +19.0% | -40.8% | -24.8% |
| YTD | -14.7% | +25.5% | -40.2% | -19.0% |
| 1Y | -17.3% | +5.5% | -22.8% | -19.3% |
| 3Y | -2.2% | +111.3% | -113.5% | -18.4% |
| 5Y | +20.3% | +198.6% | -178.3% | -9.2% |
| All | +177.3% | +1,179.9% | -1,002.6% | +47.7% |
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