+1,081.8%
DIA vs MCD
+2,170.6%
-1,088.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -0.9% | +7.1% | -8.1% | -3.8% |
| 30D | +0.3% | +19.8% | -19.5% | -7.1% |
| 3M | -4.5% | +0.8% | -5.3% | -5.1% |
| 6M | +3.4% | -1.3% | +4.7% | +3.3% |
| YTD | +7.8% | -7.8% | +15.5% | +10.6% |
| 1Y | +10.7% | -5.0% | +15.7% | +12.1% |
| 3Y | +57.5% | +10.5% | +47.0% | +47.7% |
| 5Y | +53.7% | +22.0% | +31.8% | +37.9% |
| 10Y | +247.2% | +216.7% | +30.5% | +110.5% |
| All | +1,081.8% | +2,170.6% | -1,088.8% | +259.1% |
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