+2,094.6%
MCD vs DGX
+8,858.2%
-6,763.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -2.8% | -2.3% | -0.5% | -2.4% |
| 30D | -6.0% | +0.6% | -6.6% | -6.1% |
| 3M | -5.6% | +21.4% | -27.0% | -8.7% |
| 6M | -21.9% | +14.7% | -36.6% | -23.8% |
| YTD | -14.7% | +38.4% | -53.1% | -19.5% |
| 1Y | -17.3% | +34.0% | -51.2% | -21.5% |
| 3Y | -2.2% | +92.7% | -94.8% | -13.0% |
| 5Y | +20.3% | +67.7% | -47.4% | +8.8% |
| 10Y | +180.7% | +248.0% | -67.3% | +124.2% |
| All | +2,094.6% | +8,858.2% | -6,763.6% | +1,282.1% |
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