+4,344.0%
MCD vs DHI
+12,556.3%
-8,212.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.4% |
| 7D | -2.0% | -2.0% | 0.0% | -1.8% |
| 30D | -6.1% | -8.3% | +2.2% | -5.2% |
| 3M | -7.3% | -3.7% | -3.5% | -7.0% |
| 6M | -20.9% | -5.4% | -15.5% | -20.7% |
| YTD | -14.7% | -3.0% | -11.7% | -14.8% |
| 1Y | -16.1% | -23.8% | +7.7% | -13.7% |
| 3Y | -1.5% | +21.8% | -23.3% | -5.9% |
| 5Y | +20.4% | +59.6% | -39.2% | +9.7% |
| 10Y | +180.0% | +391.2% | -211.2% | +118.3% |
| All | +4,344.0% | +12,556.3% | -8,212.3% | +2,335.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling