+52.7%
DRAM vs MCD
-10.1%
+62.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -3.8% |
| 7D | +7.9% | -1.6% | +9.6% | +5.4% |
| 30D | -15.4% | +14.1% | -29.6% | +4.9% |
| 3M | -25.5% | +0.6% | -26.1% | -25.7% |
| 6M | -22.3% | 0.0% | -22.3% | -19.3% |
| All | +52.7% | -10.1% | +62.9% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling