-3.5%
MCD vs DAR
+60.0%
-63.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.9% | +2.0% |
| 7D | +5.9% | -2.8% | +8.7% | +5.8% |
| 30D | +19.6% | -12.8% | +32.5% | +19.1% |
| 3M | +3.3% | -11.6% | +14.8% | +2.9% |
| 6M | +3.5% | -16.8% | +20.3% | +3.3% |
| YTD | -6.1% | +45.9% | -52.0% | -11.4% |
| All | -3.5% | +60.0% | -63.5% | -10.4% |
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