+5,979.9%
MCD vs D
+2,347.4%
+3,632.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.1% |
| 7D | -2.8% | +0.4% | -3.3% | -3.0% |
| 30D | -6.0% | -3.6% | -2.5% | -5.0% |
| 3M | -5.6% | -1.0% | -4.6% | -5.4% |
| 6M | -21.9% | +6.3% | -28.1% | -23.6% |
| YTD | -14.7% | +14.7% | -29.4% | -18.7% |
| 1Y | -17.3% | +16.9% | -34.2% | -21.8% |
| 3Y | -2.2% | +56.8% | -59.0% | -17.1% |
| 5Y | +20.3% | +5.2% | +15.1% | +14.9% |
| 10Y | +180.7% | +35.9% | +144.8% | +140.9% |
| All | +5,979.9% | +2,347.4% | +3,632.5% | +1,621.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling