+213.3%
MCD vs DAR
+269.9%
-56.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.5% |
| 7D | +7.3% | -3.8% | +11.1% | +7.8% |
| 30D | +20.0% | -14.4% | +34.4% | +22.3% |
| 3M | +3.8% | -17.9% | +21.7% | +6.3% |
| 6M | +3.8% | -18.3% | +22.1% | +6.0% |
| YTD | -5.9% | +43.2% | -49.1% | -11.5% |
| 1Y | -3.2% | +57.7% | -60.9% | -10.4% |
| 3Y | +13.3% | +22.7% | -9.4% | +5.8% |
| 5Y | +25.2% | -34.0% | +59.3% | +27.6% |
| 10Y | +213.3% | +279.5% | -66.1% | +100.3% |
| All | +213.3% | +269.9% | -56.6% | +100.3% |
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