+176.9%
MCD vs DHI
+414.5%
-237.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.6% |
| 7D | -1.2% | -3.4% | +2.2% | -0.5% |
| 30D | -7.8% | -5.4% | -2.3% | -6.7% |
| 3M | -10.7% | -10.4% | -0.2% | -8.8% |
| 6M | -21.3% | -2.8% | -18.5% | -21.3% |
| YTD | -15.8% | -3.4% | -12.3% | -16.0% |
| 1Y | -16.0% | -22.9% | +6.9% | -12.0% |
| 3Y | -3.0% | +20.7% | -23.6% | -11.5% |
| 5Y | +18.6% | +62.1% | -43.5% | -3.1% |
| All | +176.9% | +414.5% | -237.6% | +61.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling