+6,475.2%
MCD vs DE
+14,410.5%
-7,935.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | +7.1% | -0.6% | +7.7% | +7.3% |
| 30D | +19.8% | +2.3% | +17.5% | +19.2% |
| 3M | +0.8% | +9.5% | -8.7% | -1.2% |
| 6M | -1.3% | +14.1% | -15.4% | -4.4% |
| YTD | -7.8% | +45.4% | -53.2% | -15.3% |
| 1Y | -5.0% | +42.9% | -47.9% | -12.5% |
| 3Y | +10.5% | +84.8% | -74.3% | -4.7% |
| 5Y | +22.0% | +101.8% | -79.8% | +1.4% |
| 10Y | +216.7% | +788.0% | -571.3% | +90.2% |
| All | +6,475.2% | +14,410.5% | -7,935.2% | +1,976.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling