+91.2%
MCD vs USHY
+50.4%
+40.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.7% |
| 7D | -2.9% | -0.1% | -2.7% | -2.7% |
| 30D | -6.7% | 0.0% | -6.7% | -6.7% |
| 3M | -9.6% | +0.8% | -10.4% | -10.5% |
| 6M | -22.3% | +1.9% | -24.2% | -24.1% |
| YTD | -15.4% | +2.3% | -17.7% | -17.7% |
| 1Y | -16.8% | +4.1% | -21.0% | -20.7% |
| 3Y | -2.4% | +27.8% | -30.2% | -27.2% |
| 5Y | +19.4% | +21.5% | -2.1% | -3.3% |
| All | +91.2% | +50.4% | +40.8% | +18.5% |
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