-1.2%
MCD vs DINO
+107.2%
-108.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -2.8% | +5.7% | -8.5% | -2.7% |
| 30D | -6.0% | +27.8% | -33.8% | -5.7% |
| 3M | -5.6% | +45.6% | -51.2% | -5.0% |
| 6M | -21.9% | +88.5% | -110.3% | -21.5% |
| YTD | -14.7% | +134.1% | -148.8% | -14.9% |
| 1Y | -17.3% | +111.1% | -128.4% | -17.2% |
| All | -1.2% | +107.2% | -108.4% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling