+46.4%
DRAM vs MCD
-6.8%
+53.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.4% |
| 7D | -14.7% | +7.3% | -22.0% | -5.4% |
| 30D | -28.9% | +20.0% | -48.9% | -5.4% |
| 3M | -18.1% | +3.8% | -21.9% | -14.9% |
| 6M | -23.0% | +3.8% | -26.8% | -16.0% |
| All | +46.4% | -6.8% | +53.2% | +54.5% |
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