+3.2%
MCD vs USAR
-13.4%
+16.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.5% | -4.7% | +1.8% |
| 7D | +5.9% | -1.1% | +7.0% | +6.0% |
| 30D | +19.6% | -30.3% | +49.9% | +19.4% |
| 3M | +3.3% | -54.7% | +57.9% | +2.7% |
| 6M | +3.5% | -67.5% | +71.0% | +2.9% |
| YTD | -6.1% | -26.4% | +20.3% | -6.4% |
| 1Y | -3.7% | -49.5% | +45.9% | -4.0% |
| 3Y | +13.4% | -14.5% | +27.8% | +7.8% |
| All | +3.2% | -13.4% | +16.7% | -3.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling