+13.4%
MCD vs USHY
+25.2%
-11.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.5% |
| 7D | +5.9% | +0.8% | +5.2% | +5.3% |
| 30D | +19.6% | +0.2% | +19.4% | +19.4% |
| 3M | +3.3% | -1.7% | +4.9% | +4.8% |
| 6M | +3.5% | -0.6% | +4.1% | +4.1% |
| YTD | -6.1% | +0.8% | -6.9% | -6.8% |
| 1Y | -3.7% | +2.1% | -5.8% | -5.5% |
| 3Y | +13.4% | +26.0% | -12.6% | -8.1% |
| All | +13.4% | +25.2% | -11.8% | -8.1% |
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