+92.9%
MCD vs USHY
+50.7%
+42.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.8% | -0.1% | -2.7% | -2.7% |
| 30D | -6.0% | +0.1% | -6.1% | -6.1% |
| 3M | -5.6% | +0.8% | -6.4% | -6.5% |
| 6M | -21.9% | +1.7% | -23.6% | -23.4% |
| YTD | -14.7% | +2.5% | -17.2% | -17.2% |
| 1Y | -17.3% | +4.4% | -21.7% | -21.4% |
| 3Y | -2.2% | +27.4% | -29.5% | -26.7% |
| 5Y | +20.3% | +21.7% | -1.4% | -2.8% |
| All | +92.9% | +50.7% | +42.2% | +19.3% |
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