-16.8%
MCD vs DINO
+115.5%
-132.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | -2.9% | +2.0% | -4.8% | -2.7% |
| 30D | -6.7% | +27.7% | -34.4% | -4.3% |
| 3M | -9.6% | +56.3% | -65.8% | -4.9% |
| 6M | -22.3% | +107.6% | -129.9% | -16.7% |
| YTD | -15.4% | +140.2% | -155.6% | -9.4% |
| 1Y | -16.8% | +113.0% | -129.8% | -11.2% |
| All | -16.8% | +115.5% | -132.3% | -11.2% |
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