-8.6%
MCD vs DHR
+8.5%
-17.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | -1.6% | +2.6% | -4.2% | -1.8% |
| 30D | +16.0% | +4.2% | +11.9% | +15.6% |
| 3M | 0.0% | +13.0% | -13.1% | -1.3% |
| 6M | +0.9% | +40.2% | -39.2% | -2.3% |
| YTD | -8.7% | +2.0% | -10.7% | -9.9% |
| 1Y | -8.6% | +6.6% | -15.2% | -11.1% |
| All | -8.6% | +8.5% | -17.0% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling