+8.6%
MCD vs WU
-23.0%
+31.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.8% |
| 7D | -1.6% | -2.0% | +0.4% | -1.4% |
| 30D | +14.1% | +11.4% | +2.7% | +12.7% |
| 3M | +0.6% | -6.8% | +7.4% | +1.0% |
| 6M | 0.0% | -14.6% | +14.6% | +1.0% |
| YTD | -9.3% | -20.6% | +11.4% | -7.7% |
| 1Y | -9.3% | -15.4% | +6.1% | -8.6% |
| 3Y | +8.6% | -23.6% | +32.2% | +13.4% |
| All | +8.6% | -23.0% | +31.6% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling