-17.3%
MCD vs UUUU
+27.9%
-45.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.4% | -1.5% |
| 7D | -2.8% | -1.4% | -1.5% | -2.9% |
| 30D | -6.0% | +16.3% | -22.3% | -5.6% |
| 3M | -5.6% | -16.7% | +11.1% | -5.7% |
| 6M | -21.9% | -33.7% | +11.8% | -22.2% |
| YTD | -14.7% | -0.5% | -14.2% | -14.2% |
| 1Y | -17.3% | +28.9% | -46.1% | -16.3% |
| All | -17.3% | +27.9% | -45.2% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 1y: compounded portfolio wealth divided by compounded UUUU 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…
1y analysis · Full analysis span regression · 6 months rolling