-22.5%
UBER vs MCD
-16.1%
-6.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -2.8% | -2.0% | -0.8% | -2.4% |
| 30D | -2.5% | -6.1% | +3.6% | -1.5% |
| 3M | +4.4% | -7.3% | +11.6% | +5.4% |
| 6M | -2.7% | -20.9% | +18.3% | -1.0% |
| YTD | -10.5% | -14.7% | +4.2% | -8.8% |
| 1Y | -22.5% | -16.1% | -6.4% | -21.0% |
| All | -22.5% | -16.1% | -6.4% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling