+211.3%
MCD vs DD
+105.4%
+105.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.9% | -4.1% | +0.4% |
| 7D | +5.9% | +9.8% | -3.8% | +3.5% |
| 30D | +19.6% | +19.3% | +0.3% | +14.6% |
| 3M | +3.3% | +9.4% | -6.1% | +0.9% |
| 6M | +3.5% | +4.8% | -1.3% | +1.8% |
| YTD | -6.1% | +30.2% | -36.3% | -12.9% |
| 1Y | -3.7% | +32.2% | -35.9% | -11.0% |
| 3Y | +13.4% | +93.1% | -79.7% | -7.4% |
| 5Y | +25.2% | +68.0% | -42.8% | +4.3% |
| 10Y | +211.3% | +98.5% | +112.8% | +117.1% |
| All | +211.3% | +105.4% | +105.9% | +117.1% |
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