+1,136.9%
MCD vs WU
-20.2%
+1,157.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | -0.1% |
| 7D | +7.1% | +11.7% | -4.6% | +4.5% |
| 30D | +19.8% | +12.6% | +7.2% | +16.6% |
| 3M | +0.8% | -0.5% | +1.3% | +0.7% |
| 6M | -1.3% | -18.2% | +16.9% | +2.1% |
| YTD | -7.8% | -19.0% | +11.2% | -4.7% |
| 1Y | -5.0% | -16.7% | +11.7% | -2.6% |
| 3Y | +10.5% | -21.0% | +31.6% | +12.9% |
| 5Y | +22.0% | -41.7% | +63.7% | +31.4% |
| 10Y | +216.7% | -35.0% | +251.7% | +224.6% |
| All | +1,136.9% | -20.2% | +1,157.1% | +1,025.3% |
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