+1.5%
MCD vs DHR
+37.6%
-36.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | -1.9% | +0.2% | -2.1% | -2.0% |
| 30D | +16.6% | +6.4% | +10.2% | +16.0% |
| 3M | +0.9% | +13.6% | -12.7% | -0.2% |
| 6M | +1.5% | +41.9% | -40.4% | +0.6% |
| All | +1.5% | +37.6% | -36.1% | +0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling