-3.2%
MCD vs DINO
+86.5%
-89.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.1% |
| 7D | +7.3% | -12.9% | +20.2% | +5.5% |
| 30D | +20.0% | -18.6% | +38.5% | +17.4% |
| 3M | +3.8% | +16.6% | -12.8% | +5.9% |
| 6M | +3.8% | +38.2% | -34.4% | +8.5% |
| YTD | -5.9% | +119.3% | -125.2% | +1.5% |
| 1Y | -3.2% | +84.3% | -87.5% | +4.6% |
| All | -3.2% | +86.5% | -89.8% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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