+82.2%
UBER vs MCD
+54.7%
+27.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | +0.8% |
| 7D | -3.9% | -2.8% | -1.1% | -1.9% |
| 30D | +11.1% | -6.0% | +17.1% | +15.9% |
| 3M | +4.9% | -5.6% | +10.5% | +8.7% |
| 6M | -1.2% | -21.9% | +20.7% | +16.8% |
| YTD | -7.3% | -14.7% | +7.4% | +2.6% |
| 1Y | -17.6% | -17.3% | -0.4% | -7.3% |
| 3Y | +61.1% | -2.2% | +63.2% | +54.2% |
| 5Y | +87.9% | +20.3% | +67.6% | +47.0% |
| All | +82.2% | +54.7% | +27.6% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling