+193.4%
MCD vs DE
+762.0%
-568.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | +14.1% | +3.6% | +10.6% | +13.2% |
| 3M | +0.6% | +10.2% | -9.6% | -1.9% |
| 6M | 0.0% | +16.6% | -16.6% | -4.2% |
| YTD | -9.3% | +45.8% | -55.1% | -18.5% |
| 1Y | -9.3% | +43.9% | -53.2% | -18.3% |
| 3Y | +8.6% | +89.6% | -81.0% | -10.9% |
| 5Y | +21.9% | +100.3% | -78.4% | -4.6% |
| All | +193.4% | +762.0% | -568.6% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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