-1.5%
MCD vs USHY
+27.8%
-29.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | +0.1% |
| 7D | -2.0% | 0.0% | -2.1% | -2.1% |
| 30D | -6.1% | 0.0% | -6.1% | -6.1% |
| 3M | -7.3% | +1.2% | -8.4% | -8.2% |
| 6M | -20.9% | +2.6% | -23.6% | -22.7% |
| YTD | -14.7% | +2.4% | -17.1% | -16.5% |
| 1Y | -16.1% | +4.2% | -20.3% | -19.2% |
| 3Y | -1.5% | +28.0% | -29.5% | -20.4% |
| All | -1.5% | +27.8% | -29.4% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling