+20.8%
MCD vs DG
-35.8%
+56.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | +14.1% | +3.2% | +10.9% | +13.6% |
| 3M | +0.6% | +10.4% | -9.8% | -0.8% |
| 6M | 0.0% | +33.2% | -33.1% | -3.8% |
| YTD | -9.3% | +3.0% | -12.2% | -10.1% |
| 1Y | -9.3% | +31.2% | -40.5% | -12.8% |
| 3Y | +8.6% | +21.8% | -13.2% | +2.1% |
| All | +20.8% | -35.8% | +56.6% | +26.3% |
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