+177.3%
MCD vs D
+35.0%
+142.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -2.8% | +1.5% | -4.3% | -3.3% |
| 30D | -6.0% | -2.6% | -3.4% | -5.3% |
| 3M | -5.6% | 0.0% | -5.6% | -5.7% |
| 6M | -21.9% | +7.4% | -29.2% | -23.9% |
| YTD | -14.7% | +15.9% | -30.6% | -19.2% |
| 1Y | -17.3% | +18.1% | -35.4% | -22.2% |
| 3Y | -2.2% | +58.4% | -60.5% | -18.1% |
| 5Y | +20.3% | +5.2% | +15.1% | +16.1% |
| All | +177.3% | +35.0% | +142.3% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling