+10.5%
MCD vs DE
+82.4%
-71.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | +7.1% | -0.6% | +7.7% | +7.2% |
| 30D | +19.8% | +2.3% | +17.5% | +19.5% |
| 3M | +0.8% | +9.5% | -8.7% | -0.1% |
| 6M | -1.3% | +14.1% | -15.4% | -2.7% |
| YTD | -7.8% | +45.4% | -53.2% | -11.9% |
| 1Y | -5.0% | +42.9% | -47.9% | -9.1% |
| 3Y | +10.5% | +84.8% | -74.3% | +2.7% |
| All | +10.5% | +82.4% | -71.9% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling