+22.7%
MCD vs URI
+166.6%
-143.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.6% |
| 7D | +7.1% | -9.8% | +16.9% | +7.9% |
| 30D | +19.8% | +1.7% | +18.0% | +19.5% |
| 3M | +0.8% | -9.1% | +9.9% | +1.4% |
| 6M | -1.3% | +9.9% | -11.2% | -2.5% |
| YTD | -7.8% | +31.2% | -39.0% | -10.7% |
| 1Y | -5.0% | +25.9% | -30.9% | -7.7% |
| 3Y | +10.5% | +147.4% | -136.8% | -3.4% |
| All | +22.7% | +166.6% | -143.8% | +7.1% |
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