+22.7%
MCD vs DHR
-9.6%
+32.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -0.8% |
| 7D | +7.1% | -0.9% | +8.0% | +7.3% |
| 30D | +19.8% | +5.4% | +14.4% | +18.7% |
| 3M | +0.8% | +15.3% | -14.5% | -1.6% |
| 6M | -1.3% | +32.1% | -33.4% | -6.0% |
| YTD | -7.8% | +1.2% | -8.9% | -8.4% |
| 1Y | -5.0% | +10.1% | -15.1% | -7.0% |
| 3Y | +10.5% | +19.9% | -9.3% | +5.0% |
| All | +22.7% | -9.6% | +32.3% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling