+5,979.9%
MCD vs DHR
+56,727.0%
-50,747.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.1% |
| 7D | -2.8% | -3.9% | +1.1% | -1.9% |
| 30D | -6.0% | +4.0% | -10.0% | -7.0% |
| 3M | -5.6% | +11.5% | -17.1% | -8.4% |
| 6M | -21.9% | +1.9% | -23.7% | -22.7% |
| YTD | -14.7% | -8.9% | -5.8% | -13.5% |
| 1Y | -17.3% | +5.1% | -22.4% | -19.2% |
| 3Y | -2.2% | -10.3% | +8.1% | -2.4% |
| 5Y | +20.3% | -27.8% | +48.1% | +24.3% |
| 10Y | +180.7% | +203.6% | -22.9% | +103.6% |
| All | +5,979.9% | +56,727.0% | -50,747.1% | +1,241.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling