+6,563.2%
MCD vs USB
+8,296.0%
-1,732.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.9% | +4.6% | +6.1% |
| 7D | +11.9% | +2.4% | +9.5% | +11.3% |
| 30D | +20.2% | +6.6% | +13.7% | +18.7% |
| 3M | +5.2% | -4.1% | +9.3% | +6.1% |
| 6M | 0.0% | +12.5% | -12.5% | -2.6% |
| YTD | -6.5% | +17.6% | -24.2% | -10.0% |
| 1Y | -3.9% | +36.5% | -40.4% | -10.4% |
| 3Y | +12.5% | +95.4% | -82.9% | -4.1% |
| 5Y | +24.2% | +26.1% | -1.9% | +13.9% |
| 10Y | +220.9% | +101.3% | +119.6% | +158.7% |
| All | +6,563.2% | +8,296.0% | -1,732.8% | +2,880.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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