+211.3%
MCD vs DG
+128.5%
+82.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.4% |
| 7D | +5.9% | +0.7% | +5.3% | +5.8% |
| 30D | +19.6% | +7.4% | +12.2% | +18.1% |
| 3M | +3.3% | +8.5% | -5.2% | +1.6% |
| 6M | +3.5% | +21.9% | -18.4% | -0.4% |
| YTD | -6.1% | +4.9% | -11.0% | -7.5% |
| 1Y | -3.7% | +40.4% | -44.1% | -10.0% |
| 3Y | +13.4% | +23.5% | -10.1% | +4.3% |
| 5Y | +25.2% | -32.3% | +57.4% | +29.4% |
| 10Y | +211.3% | +119.3% | +91.9% | +164.6% |
| All | +211.3% | +128.5% | +82.8% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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