+3,905.4%
MCD vs DAR
+1,334.0%
+2,571.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | +7.1% | -9.9% | +17.1% | +7.5% |
| 30D | +19.8% | -16.4% | +36.1% | +20.5% |
| 3M | +0.8% | -17.1% | +17.9% | +1.4% |
| 6M | -1.3% | -20.5% | +19.2% | -0.6% |
| YTD | -7.8% | +39.4% | -47.2% | -9.0% |
| 1Y | -5.0% | +57.2% | -62.2% | -6.7% |
| 3Y | +10.5% | +13.9% | -3.3% | +9.1% |
| 5Y | +22.0% | -40.8% | +62.8% | +22.6% |
| 10Y | +216.7% | +276.2% | -59.6% | +197.7% |
| All | +3,905.4% | +1,334.0% | +2,571.4% | +3,556.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling