-3.9%
MCD vs DAR
+63.3%
-67.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.5% | +9.0% | +6.4% |
| 7D | +11.9% | -5.7% | +17.6% | +11.6% |
| 30D | +20.2% | -16.6% | +36.8% | +19.7% |
| 3M | +5.2% | -13.1% | +18.2% | +4.8% |
| 6M | 0.0% | -18.8% | +18.8% | 0.0% |
| YTD | -6.5% | +45.3% | -51.8% | -11.7% |
| 1Y | -3.9% | +60.6% | -64.6% | -11.0% |
| All | -3.9% | +63.3% | -67.2% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling