+22.7%
MCD vs DAR
-41.1%
+63.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | +7.1% | -9.9% | +17.1% | +7.6% |
| 30D | +19.8% | -16.4% | +36.1% | +20.7% |
| 3M | +0.8% | -17.1% | +17.9% | +1.6% |
| 6M | -1.3% | -20.5% | +19.2% | -0.4% |
| YTD | -7.8% | +39.4% | -47.2% | -10.2% |
| 1Y | -5.0% | +57.2% | -62.2% | -8.2% |
| 3Y | +10.5% | +13.9% | -3.3% | +8.0% |
| All | +22.7% | -41.1% | +63.8% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling