+20.8%
MCD vs URI
+203.0%
-182.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -1.6% | +6.7% | -8.4% | -2.2% |
| 30D | +14.1% | +8.9% | +5.3% | +13.3% |
| 3M | +0.6% | +0.5% | +0.1% | +0.4% |
| 6M | 0.0% | +20.7% | -20.6% | -1.9% |
| YTD | -9.3% | +40.0% | -49.3% | -12.6% |
| 1Y | -9.3% | +34.4% | -43.7% | -12.4% |
| 3Y | +8.6% | +149.5% | -140.9% | -4.8% |
| All | +20.8% | +203.0% | -182.2% | +4.4% |
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