+41.5%
DRAM vs MCD
-8.6%
+50.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +5.4% |
| 7D | -18.2% | +7.1% | -25.3% | -8.9% |
| 30D | -34.5% | +19.8% | -54.3% | -12.5% |
| 3M | -23.6% | +0.8% | -24.4% | -24.2% |
| 6M | -19.3% | -1.3% | -18.0% | -15.9% |
| All | +41.5% | -8.6% | +50.2% | +45.4% |
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