+177.5%
MCD vs DGX
+249.5%
-72.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.7% | +0.4% |
| 7D | -2.5% | -3.5% | +0.9% | -1.5% |
| 30D | -7.0% | -2.7% | -4.4% | -6.3% |
| 3M | -9.8% | +13.9% | -23.7% | -13.4% |
| 6M | -21.8% | +16.0% | -37.8% | -25.4% |
| YTD | -15.6% | +34.9% | -50.5% | -23.3% |
| 1Y | -15.2% | +30.6% | -45.7% | -22.2% |
| 3Y | -2.6% | +93.0% | -95.6% | -21.5% |
| 5Y | +18.9% | +64.4% | -45.5% | -0.8% |
| All | +177.5% | +249.5% | -72.0% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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