+211.3%
MCD vs DAR
+288.2%
-77.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.9% | +1.2% |
| 7D | +5.9% | -2.8% | +8.7% | +6.3% |
| 30D | +19.6% | -12.8% | +32.5% | +21.7% |
| 3M | +3.3% | -11.6% | +14.8% | +4.6% |
| 6M | +3.5% | -16.8% | +20.3% | +5.5% |
| YTD | -6.1% | +45.9% | -52.0% | -12.0% |
| 1Y | -3.7% | +61.5% | -65.1% | -11.1% |
| 3Y | +13.4% | +23.0% | -9.6% | +6.0% |
| 5Y | +25.2% | -35.8% | +61.0% | +28.5% |
| 10Y | +211.3% | +280.4% | -69.1% | +98.5% |
| All | +211.3% | +288.2% | -77.0% | +98.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling