+592.3%
MCD vs DG
+612.5%
-20.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | 0.0% |
| 7D | +7.1% | +1.1% | +6.0% | +6.9% |
| 30D | +19.8% | +9.5% | +10.3% | +18.0% |
| 3M | +0.8% | +5.5% | -4.7% | -0.2% |
| 6M | -1.3% | +16.1% | -17.4% | -4.0% |
| YTD | -7.8% | +2.7% | -10.4% | -8.7% |
| 1Y | -5.0% | +42.1% | -47.0% | -10.9% |
| 3Y | +10.5% | +19.3% | -8.7% | +3.4% |
| 5Y | +22.0% | -35.3% | +57.3% | +25.4% |
| 10Y | +216.7% | +123.9% | +92.7% | +167.9% |
| All | +592.3% | +612.5% | -20.1% | +396.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling