+213.3%
MCD vs DD
+100.9%
+112.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | 0.0% |
| 7D | +7.3% | +2.2% | +5.0% | +6.7% |
| 30D | +20.0% | +20.7% | -0.7% | +14.7% |
| 3M | +3.8% | +11.3% | -7.5% | +1.0% |
| 6M | +3.8% | +6.0% | -2.2% | +1.8% |
| YTD | -5.9% | +31.7% | -37.6% | -12.9% |
| 1Y | -3.2% | +32.2% | -35.5% | -10.6% |
| 3Y | +13.3% | +92.7% | -79.4% | -7.4% |
| 5Y | +25.2% | +72.1% | -46.9% | +3.7% |
| 10Y | +213.3% | +99.7% | +113.7% | +117.4% |
| All | +213.3% | +100.9% | +112.4% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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