+62.5%
DRAM vs MCD
-7.4%
+69.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.5% | -11.8% | +4.4% |
| 7D | -16.6% | +11.9% | -28.5% | -0.4% |
| 30D | -26.9% | +20.2% | -47.1% | -1.5% |
| 3M | -17.8% | +5.2% | -23.0% | -11.7% |
| 6M | +6.2% | 0.0% | +6.2% | +13.0% |
| All | +62.5% | -7.4% | +69.9% | +70.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling