+10.5%
MCD vs D
+79.5%
-69.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.1% |
| 7D | +7.1% | +3.0% | +4.2% | +6.3% |
| 30D | +19.8% | +11.5% | +8.3% | +16.3% |
| 3M | +0.8% | +3.7% | -2.9% | -0.3% |
| 6M | -1.3% | +13.5% | -14.9% | -4.7% |
| YTD | -7.8% | +20.7% | -28.5% | -12.5% |
| 1Y | -5.0% | +18.2% | -23.2% | -9.4% |
| 3Y | +10.5% | +73.3% | -62.8% | -1.1% |
| All | +10.5% | +79.5% | -69.0% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling