+2,234.4%
MCD vs DGX
+9,743.1%
-7,508.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.6% | +1.6% | -3.2% | -1.9% |
| 30D | +14.1% | +11.2% | +2.9% | +12.1% |
| 3M | +0.6% | +10.4% | -9.8% | -1.1% |
| 6M | 0.0% | +37.1% | -37.1% | -5.3% |
| YTD | -9.3% | +52.1% | -61.4% | -15.7% |
| 1Y | -9.3% | +40.7% | -50.0% | -14.6% |
| 3Y | +8.6% | +107.6% | -99.0% | -4.6% |
| 5Y | +21.9% | +90.6% | -68.7% | +7.9% |
| 10Y | +202.8% | +287.9% | -85.2% | +137.6% |
| All | +2,234.4% | +9,743.1% | -7,508.8% | +1,346.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling