+5,979.9%
MCD vs USB
+8,537.0%
-2,557.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.3% | -1.5% |
| 7D | -2.8% | +1.4% | -4.3% | -3.1% |
| 30D | -6.0% | -1.3% | -4.7% | -5.8% |
| 3M | -5.6% | +15.2% | -20.8% | -8.4% |
| 6M | -21.9% | +18.8% | -40.7% | -24.8% |
| YTD | -14.7% | +21.0% | -35.7% | -18.3% |
| 1Y | -17.3% | +34.0% | -51.3% | -22.6% |
| 3Y | -2.2% | +95.3% | -97.5% | -16.8% |
| 5Y | +20.3% | +40.4% | -20.1% | +7.6% |
| 10Y | +180.7% | +107.3% | +73.4% | +124.8% |
| All | +5,979.9% | +8,537.0% | -2,557.1% | +2,603.4% |
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