+205.9%
MCD vs D
+47.5%
+158.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.2% | -2.5% |
| 7D | -1.9% | -2.4% | +0.5% | -1.1% |
| 30D | +16.6% | +9.0% | +7.6% | +13.3% |
| 3M | +0.9% | +1.0% | 0.0% | +0.6% |
| 6M | +1.5% | +11.0% | -9.5% | -2.2% |
| YTD | -8.3% | +19.8% | -28.1% | -14.1% |
| 1Y | -8.1% | +16.0% | -24.1% | -13.0% |
| 3Y | +10.3% | +74.4% | -64.0% | -10.5% |
| 5Y | +23.4% | +13.5% | +9.9% | +16.0% |
| 10Y | +205.9% | +48.4% | +157.6% | +172.2% |
| All | +205.9% | +47.5% | +158.5% | +172.2% |
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