+2,104.5%
MCD vs URI
+7,134.6%
-5,030.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.7% |
| 7D | -2.8% | -2.0% | -0.8% | -2.6% |
| 30D | -6.0% | -12.9% | +6.9% | -4.6% |
| 3M | -5.6% | -6.7% | +1.2% | -5.1% |
| 6M | -21.9% | +19.0% | -40.8% | -23.9% |
| YTD | -14.7% | +25.5% | -40.2% | -17.7% |
| 1Y | -17.3% | +5.5% | -22.8% | -18.7% |
| 3Y | -2.2% | +111.3% | -113.5% | -12.7% |
| 5Y | +20.3% | +198.6% | -178.3% | +1.6% |
| 10Y | +180.7% | +1,179.9% | -999.2% | +93.8% |
| All | +2,104.5% | +7,134.6% | -5,030.1% | +964.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling