+75.9%
UBER vs MCD
+54.8%
+21.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -2.8% | -2.0% | -0.8% | -1.4% |
| 30D | -2.5% | -6.1% | +3.6% | +1.8% |
| 3M | +4.4% | -7.3% | +11.6% | +9.6% |
| 6M | -2.7% | -20.9% | +18.3% | +14.0% |
| YTD | -10.5% | -14.7% | +4.2% | -1.0% |
| 1Y | -22.5% | -16.1% | -6.4% | -13.7% |
| 3Y | +54.8% | -1.5% | +56.3% | +47.4% |
| 5Y | +82.5% | +20.4% | +62.1% | +42.7% |
| All | +75.9% | +54.8% | +21.2% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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