+6,609.6%
MCD vs DE
+14,755.9%
-8,146.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +7.3% | +3.3% | +4.0% | +6.6% |
| 30D | +20.0% | +10.7% | +9.2% | +17.5% |
| 3M | +3.8% | +13.1% | -9.3% | +1.1% |
| 6M | +3.8% | +20.2% | -16.5% | -0.6% |
| YTD | -5.9% | +48.9% | -54.7% | -14.0% |
| 1Y | -3.2% | +46.6% | -49.8% | -11.4% |
| 3Y | +13.3% | +91.4% | -78.1% | -3.0% |
| 5Y | +25.2% | +108.1% | -82.9% | +3.4% |
| 10Y | +213.3% | +782.7% | -569.3% | +88.3% |
| All | +6,609.6% | +14,755.9% | -8,146.3% | +2,008.7% |
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 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