+227.5%
UNH vs MCD
+211.9%
+15.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +0.2% | +7.3% | -7.1% | -3.4% |
| 30D | +6.8% | +20.0% | -13.1% | -2.7% |
| 3M | -0.3% | +3.8% | -4.1% | -2.4% |
| 6M | +7.9% | +3.8% | +4.1% | +5.1% |
| YTD | +25.1% | -5.9% | +31.0% | +27.6% |
| 1Y | +29.3% | -3.2% | +32.6% | +29.9% |
| 3Y | -20.3% | +13.3% | -33.6% | -27.9% |
| 5Y | -3.6% | +25.2% | -28.8% | -18.5% |
| 10Y | +227.5% | +213.3% | +14.1% | +92.3% |
| All | +227.5% | +211.9% | +15.5% | +92.3% |
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