+5,979.9%
MCD vs DD
+961.9%
+5,018.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -2.8% | -3.5% | +0.7% | -2.1% |
| 30D | -6.0% | -10.3% | +4.3% | -3.8% |
| 3M | -5.6% | -7.5% | +2.0% | -4.2% |
| 6M | -21.9% | -8.0% | -13.8% | -20.9% |
| YTD | -14.7% | +10.5% | -25.2% | -17.3% |
| 1Y | -17.3% | +38.3% | -55.5% | -23.9% |
| 3Y | -2.2% | +42.5% | -44.6% | -12.3% |
| 5Y | +20.3% | +60.2% | -39.9% | +3.3% |
| 10Y | +180.7% | +68.9% | +111.8% | +125.8% |
| All | +5,979.9% | +961.9% | +5,018.0% | +2,407.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling