+180.0%
MCD vs WU
-41.4%
+221.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.6% | +0.6% |
| 7D | -2.0% | -0.8% | -1.2% | -1.9% |
| 30D | -6.1% | -1.1% | -5.0% | -6.0% |
| 3M | -7.3% | -1.8% | -5.4% | -7.7% |
| 6M | -20.9% | -23.9% | +3.0% | -17.1% |
| YTD | -14.7% | -20.4% | +5.7% | -11.5% |
| 1Y | -16.1% | -10.6% | -5.5% | -15.7% |
| 3Y | -1.5% | -27.7% | +26.2% | +2.6% |
| 5Y | +20.4% | -51.1% | +71.6% | +37.8% |
| 10Y | +180.0% | -40.7% | +220.7% | +193.6% |
| All | +180.0% | -41.4% | +221.4% | +193.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling