+105.2%
MCD vs USHY
+48.0%
+57.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -1.6% | -0.4% | -1.2% | -1.2% |
| 30D | +14.1% | +0.6% | +13.5% | +13.4% |
| 3M | +0.6% | -2.0% | +2.6% | +3.1% |
| 6M | 0.0% | -0.5% | +0.6% | +0.7% |
| YTD | -9.3% | +0.6% | -9.9% | -9.9% |
| 1Y | -9.3% | +2.1% | -11.4% | -11.5% |
| 3Y | +8.6% | +25.3% | -16.7% | -17.0% |
| 5Y | +21.9% | +19.7% | +2.2% | +0.4% |
| All | +105.2% | +48.0% | +57.2% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling