+6,511.4%
MCD vs D
+2,488.7%
+4,022.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +8.0% | +6.9% | +1.1% | +5.8% |
| 30D | +19.6% | +12.3% | +7.3% | +15.3% |
| 3M | +2.2% | +3.0% | -0.8% | +1.2% |
| 6M | -1.1% | +12.8% | -13.9% | -5.1% |
| YTD | -7.2% | +22.6% | -29.8% | -13.5% |
| 1Y | -6.7% | +21.7% | -28.4% | -12.8% |
| 3Y | +11.6% | +83.9% | -72.3% | -10.0% |
| 5Y | +22.6% | +14.0% | +8.7% | +14.4% |
| 10Y | +218.4% | +45.6% | +172.8% | +167.6% |
| All | +6,511.4% | +2,488.7% | +4,022.7% | +1,739.3% |
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