+211.7%
MCD vs D
+42.6%
+169.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | 0.0% |
| 7D | +7.1% | +3.0% | +4.2% | +6.1% |
| 30D | +19.8% | +11.5% | +8.3% | +15.5% |
| 3M | +0.8% | +3.7% | -2.9% | -0.5% |
| 6M | -1.3% | +13.5% | -14.9% | -5.6% |
| YTD | -7.8% | +20.7% | -28.5% | -13.8% |
| 1Y | -5.0% | +18.2% | -23.2% | -10.6% |
| 3Y | +10.5% | +73.3% | -62.8% | -10.1% |
| 5Y | +22.0% | +12.3% | +9.7% | +15.2% |
| All | +211.7% | +42.6% | +169.1% | +176.9% |
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