+20.8%
MCD vs DD
+67.2%
-46.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -1.6% | +5.0% | -6.6% | -2.3% |
| 30D | +14.1% | +19.7% | -5.6% | +11.2% |
| 3M | +0.6% | +7.2% | -6.6% | -0.5% |
| 6M | 0.0% | +1.0% | -1.0% | -0.4% |
| YTD | -9.3% | +29.1% | -38.4% | -13.4% |
| 1Y | -9.3% | +28.5% | -37.8% | -13.4% |
| 3Y | +8.6% | +89.4% | -80.8% | -4.7% |
| All | +20.8% | +67.2% | -46.4% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling