+107.3%
MCD vs USHY
+48.7%
+58.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.8% | -2.8% |
| 7D | -1.9% | -0.2% | -1.7% | -1.7% |
| 30D | +16.6% | +0.5% | +16.1% | +16.0% |
| 3M | +0.9% | -1.2% | +2.1% | +2.4% |
| 6M | +1.5% | -0.1% | +1.6% | +1.6% |
| YTD | -8.3% | +1.1% | -9.4% | -9.5% |
| 1Y | -8.1% | +2.0% | -10.1% | -10.3% |
| 3Y | +10.3% | +25.8% | -15.5% | -16.1% |
| 5Y | +23.4% | +20.4% | +3.0% | +1.1% |
| All | +107.3% | +48.7% | +58.6% | +30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling