-17.3%
MCD vs DAR
+104.4%
-121.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.5% |
| 7D | -2.8% | +1.4% | -4.2% | -2.8% |
| 30D | -6.0% | +12.8% | -18.8% | -5.9% |
| 3M | -5.6% | +7.4% | -12.9% | -5.5% |
| 6M | -21.9% | +22.3% | -44.1% | -22.3% |
| YTD | -14.7% | +81.1% | -95.8% | -17.4% |
| 1Y | -17.3% | +106.5% | -123.8% | -20.7% |
| All | -17.3% | +104.4% | -121.6% | -20.7% |
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