+540.2%
MCD vs DG
+606.1%
-65.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.8% |
| 7D | -2.8% | +8.4% | -11.2% | -4.1% |
| 30D | -6.0% | +4.9% | -11.0% | -6.8% |
| 3M | -5.6% | +29.3% | -34.9% | -9.5% |
| 6M | -21.9% | -11.3% | -10.6% | -20.7% |
| YTD | -14.7% | +1.8% | -16.5% | -15.4% |
| 1Y | -17.3% | +25.3% | -42.6% | -20.9% |
| 3Y | -2.2% | +9.1% | -11.2% | -7.1% |
| 5Y | +20.3% | -34.9% | +55.2% | +23.6% |
| 10Y | +180.7% | +108.2% | +72.5% | +140.0% |
| All | +540.2% | +606.1% | -65.9% | +359.7% |
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