-2.8%
MCD vs DHI
+19.0%
-21.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.2% |
| 7D | -2.5% | -6.1% | +3.6% | -1.7% |
| 30D | -7.0% | -10.1% | +3.1% | -5.7% |
| 3M | -9.8% | -7.3% | -2.5% | -9.0% |
| 6M | -21.8% | -6.1% | -15.6% | -21.4% |
| YTD | -15.6% | -5.0% | -10.5% | -15.5% |
| 1Y | -15.2% | -22.1% | +6.9% | -12.9% |
| All | -2.8% | +19.0% | -21.8% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling