+1,043.7%
MCD vs WU
-19.6%
+1,063.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -1.3% |
| 7D | -2.8% | -0.8% | -2.0% | -2.7% |
| 30D | -6.0% | -1.1% | -4.9% | -5.8% |
| 3M | -5.6% | -3.9% | -1.7% | -5.6% |
| 6M | -21.9% | -20.7% | -1.2% | -18.7% |
| YTD | -14.7% | -18.4% | +3.7% | -12.0% |
| 1Y | -17.3% | -8.1% | -9.2% | -17.2% |
| 3Y | -2.2% | -24.2% | +22.0% | +0.8% |
| 5Y | +20.3% | -50.4% | +70.7% | +34.7% |
| 10Y | +180.7% | -40.0% | +220.7% | +193.2% |
| All | +1,043.7% | -19.6% | +1,063.3% | +940.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling