-3.9%
MCD vs USAR
-49.3%
+45.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.9% | +12.4% | +6.4% |
| 7D | +11.9% | -21.8% | +33.6% | +11.3% |
| 30D | +20.2% | -39.9% | +60.2% | +19.1% |
| 3M | +5.2% | -52.5% | +57.7% | +3.8% |
| 6M | 0.0% | -67.9% | +68.0% | -1.8% |
| YTD | -6.5% | -31.1% | +24.6% | -7.7% |
| 1Y | -3.9% | -49.8% | +45.9% | -5.2% |
| All | -3.9% | -49.3% | +45.4% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling