+213.3%
MCD vs DHR
+246.3%
-32.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.1% |
| 7D | +7.3% | +2.6% | +4.7% | +6.5% |
| 30D | +20.0% | +7.4% | +12.5% | +17.6% |
| 3M | +3.8% | +13.0% | -9.2% | +0.2% |
| 6M | +3.8% | +38.5% | -34.7% | -5.9% |
| YTD | -5.9% | +3.8% | -9.6% | -7.7% |
| 1Y | -3.2% | +12.6% | -15.9% | -7.4% |
| 3Y | +13.3% | +22.0% | -8.7% | +2.6% |
| 5Y | +25.2% | -9.5% | +34.8% | +23.2% |
| 10Y | +213.3% | +249.4% | -36.0% | +81.7% |
| All | +213.3% | +246.3% | -32.9% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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