+22.7%
MCD vs DG
-34.7%
+57.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | -0.1% |
| 7D | +7.1% | +1.1% | +6.0% | +7.0% |
| 30D | +19.8% | +9.5% | +10.3% | +18.3% |
| 3M | +0.8% | +5.5% | -4.7% | 0.0% |
| 6M | -1.3% | +16.1% | -17.4% | -3.4% |
| YTD | -7.8% | +2.7% | -10.4% | -8.5% |
| 1Y | -5.0% | +42.1% | -47.0% | -9.5% |
| 3Y | +10.5% | +19.3% | -8.7% | +4.3% |
| All | +22.7% | -34.7% | +57.4% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling