-1.2%
MCD vs DE
+75.8%
-77.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.8% | +10.0% | -12.9% | -3.7% |
| 30D | -6.0% | +13.3% | -19.3% | -7.1% |
| 3M | -5.6% | +17.5% | -23.1% | -7.1% |
| 6M | -21.9% | +13.6% | -35.4% | -22.9% |
| YTD | -14.7% | +49.8% | -64.5% | -18.9% |
| 1Y | -17.3% | +47.9% | -65.1% | -21.3% |
| All | -1.2% | +75.8% | -77.0% | -8.5% |
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