+195.2%
MCD vs DD
+98.3%
+96.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -1.6% | +6.7% | -8.3% | -3.1% |
| 30D | +16.0% | +19.4% | -3.4% | +11.2% |
| 3M | 0.0% | +7.6% | -7.7% | -2.0% |
| 6M | +0.9% | +2.9% | -1.9% | -0.2% |
| YTD | -8.7% | +29.9% | -38.6% | -15.3% |
| 1Y | -8.6% | +28.6% | -37.2% | -15.0% |
| 3Y | +9.9% | +90.0% | -80.1% | -9.9% |
| 5Y | +22.6% | +68.1% | -45.5% | +2.2% |
| All | +195.2% | +98.3% | +96.9% | +104.8% |
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