+1.4%
MCD vs USAR
-18.7%
+20.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.8% | -11.4% | -0.4% |
| 7D | +7.1% | -14.5% | +21.6% | +7.0% |
| 30D | +19.8% | -37.8% | +57.6% | +19.4% |
| 3M | +0.8% | -52.8% | +53.6% | +0.3% |
| 6M | -1.3% | -71.2% | +69.9% | -2.0% |
| YTD | -7.8% | -30.9% | +23.1% | -8.1% |
| 1Y | -5.0% | -48.0% | +43.1% | -5.4% |
| 3Y | +10.5% | -19.7% | +30.3% | +5.1% |
| All | +1.4% | -18.7% | +20.1% | -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 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