-6.2%
MCD vs USAR
+74.0%
-80.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.5% |
| 7D | -2.8% | -2.1% | -0.7% | -2.8% |
| 30D | -6.0% | +2.6% | -8.6% | -6.0% |
| 3M | -5.6% | -35.0% | +29.4% | -5.8% |
| 6M | -21.9% | -6.9% | -15.0% | -21.9% |
| YTD | -14.7% | +48.0% | -62.7% | -14.6% |
| 1Y | -17.3% | +24.8% | -42.1% | -17.1% |
| 3Y | -2.2% | +73.2% | -75.4% | -7.2% |
| All | -6.2% | +74.0% | -80.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling