-6.2%
MCD vs USAR
+74.5%
-80.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | -2.0% | +2.3% | -4.3% | -2.0% |
| 30D | -6.1% | -8.6% | +2.5% | -6.2% |
| 3M | -7.3% | -20.5% | +13.2% | -7.3% |
| 6M | -20.9% | +1.2% | -22.1% | -20.9% |
| YTD | -14.7% | +48.4% | -63.1% | -14.6% |
| 1Y | -16.1% | +30.6% | -46.7% | -16.0% |
| 3Y | -1.5% | +73.6% | -75.2% | -6.5% |
| All | -6.2% | +74.5% | -80.7% | -11.9% |
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