-9.3%
MCD vs DGX
+42.2%
-51.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.6% | +1.6% | -3.2% | -2.0% |
| 30D | +14.1% | +11.2% | +2.9% | +11.5% |
| 3M | +0.6% | +10.4% | -9.8% | -1.7% |
| 6M | 0.0% | +37.1% | -37.1% | -6.7% |
| YTD | -9.3% | +52.1% | -61.4% | -18.4% |
| 1Y | -9.3% | +40.7% | -50.0% | -14.8% |
| All | -9.3% | +42.2% | -51.5% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling