+22.7%
MCD vs WU
-42.0%
+64.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | -0.3% |
| 7D | +7.1% | +11.7% | -4.6% | +5.5% |
| 30D | +19.8% | +12.6% | +7.2% | +17.8% |
| 3M | +0.8% | -0.5% | +1.3% | +0.7% |
| 6M | -1.3% | -18.2% | +16.9% | +0.7% |
| YTD | -7.8% | -19.0% | +11.2% | -6.0% |
| 1Y | -5.0% | -16.7% | +11.7% | -3.6% |
| 3Y | +10.5% | -21.0% | +31.6% | +12.4% |
| All | +22.7% | -42.0% | +64.7% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling