+6,475.2%
MCD vs DD
+1,082.4%
+5,392.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | +7.1% | +4.6% | +2.5% | +5.9% |
| 30D | +19.8% | +11.8% | +8.0% | +16.7% |
| 3M | +0.8% | +2.2% | -1.4% | +0.1% |
| 6M | -1.3% | -1.6% | +0.3% | -1.5% |
| YTD | -7.8% | +23.0% | -30.8% | -12.8% |
| 1Y | -5.0% | +26.9% | -31.9% | -10.8% |
| 3Y | +10.5% | +77.9% | -67.3% | -5.8% |
| 5Y | +22.0% | +59.9% | -37.9% | +4.9% |
| 10Y | +216.7% | +90.1% | +126.6% | +147.8% |
| All | +6,475.2% | +1,082.4% | +5,392.8% | +2,544.1% |
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 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