+9.7%
MCD vs USAR
-19.4%
+29.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -7.0% | -2.6% |
| 7D | -1.9% | +0.8% | -2.7% | -1.9% |
| 30D | +16.6% | -30.1% | +46.7% | +16.3% |
| 3M | +0.9% | -56.3% | +57.2% | +0.4% |
| 6M | +1.5% | -68.6% | +70.0% | +0.8% |
| YTD | -8.3% | -30.5% | +22.2% | -8.7% |
| 1Y | -8.1% | -53.5% | +45.4% | -8.5% |
| All | +9.7% | -19.4% | +29.1% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling