+181.3%
MCD vs DHR
+209.6%
-28.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.9% | -2.4% | -0.5% | -2.2% |
| 30D | -6.7% | -2.2% | -4.6% | -6.3% |
| 3M | -9.6% | +9.0% | -18.5% | -12.1% |
| 6M | -22.3% | +3.5% | -25.8% | -23.6% |
| YTD | -15.4% | -10.1% | -5.3% | -13.6% |
| 1Y | -16.8% | +6.2% | -23.0% | -19.5% |
| 3Y | -2.4% | -5.4% | +3.0% | -4.5% |
| 5Y | +19.4% | -27.9% | +47.2% | +26.5% |
| 10Y | +181.3% | +215.7% | -34.4% | +65.0% |
| All | +181.3% | +209.6% | -28.3% | +65.0% |
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