-3.9%
MCD vs DHI
+9.6%
-13.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +8.1% | -1.6% | +4.8% |
| 7D | +11.9% | +9.8% | +2.1% | +9.7% |
| 30D | +20.2% | +17.8% | +2.4% | +16.5% |
| 3M | +5.2% | +4.7% | +0.5% | +3.7% |
| 6M | 0.0% | +10.0% | -10.0% | -2.3% |
| YTD | -6.5% | +10.0% | -16.5% | -9.2% |
| 1Y | -3.9% | +9.1% | -13.1% | -7.5% |
| All | -3.9% | +9.6% | -13.6% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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