+22.6%
MCD vs URI
+178.2%
-155.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.1% | +6.3% | -0.2% |
| 7D | +8.0% | -12.9% | +20.9% | +9.1% |
| 30D | +19.6% | -3.4% | +23.0% | +19.8% |
| 3M | +2.2% | -10.0% | +12.2% | +2.9% |
| 6M | -1.1% | +12.2% | -13.3% | -2.5% |
| YTD | -7.2% | +29.8% | -37.0% | -10.1% |
| 1Y | -6.7% | +24.6% | -31.3% | -9.3% |
| 3Y | +11.6% | +137.6% | -126.0% | -2.0% |
| 5Y | +22.6% | +176.6% | -154.0% | +7.0% |
| All | +22.6% | +178.2% | -155.6% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling