+42.5%
UBER vs MCD
+10.9%
+31.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | +5.1% | +7.1% | -2.0% | +3.2% |
| 30D | +0.2% | +19.8% | -19.6% | -4.3% |
| 3M | -2.7% | +0.8% | -3.5% | -3.3% |
| 6M | -13.4% | -1.3% | -12.1% | -13.6% |
| YTD | -16.1% | -7.8% | -8.3% | -15.1% |
| 1Y | -25.5% | -5.0% | -20.6% | -25.2% |
| 3Y | +42.5% | +10.5% | +31.9% | +38.4% |
| All | +42.5% | +10.9% | +31.6% | +38.4% |
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