+33.4%
UBER vs MCD
+9.3%
+24.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +1.6% | -1.6% | +3.2% | +2.1% |
| 30D | +0.6% | +14.1% | -13.5% | -2.7% |
| 3M | -8.2% | +0.6% | -8.8% | -8.6% |
| 6M | -6.7% | 0.0% | -6.7% | -7.1% |
| YTD | -14.7% | -9.3% | -5.4% | -13.4% |
| 1Y | -24.1% | -9.3% | -14.8% | -22.9% |
| 3Y | +33.4% | +8.6% | +24.8% | +31.2% |
| All | +33.4% | +9.3% | +24.1% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling