+249.2%
DIA vs MCD
+177.3%
+72.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.3% |
| 7D | -0.2% | -2.8% | +2.6% | +1.3% |
| 30D | -1.5% | -6.0% | +4.5% | +1.6% |
| 3M | +3.8% | -5.6% | +9.3% | +6.4% |
| 6M | +10.3% | -21.9% | +32.1% | +24.8% |
| YTD | +12.1% | -14.7% | +26.8% | +20.8% |
| 1Y | +18.6% | -17.3% | +35.9% | +29.7% |
| 3Y | +60.6% | -2.2% | +62.8% | +57.0% |
| 5Y | +64.4% | +20.3% | +44.1% | +41.2% |
| All | +249.2% | +177.3% | +72.0% | +118.8% |
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