+39.6%
MCD vs DKNG
+152.4%
-112.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -0.5% |
| 7D | -1.2% | +3.0% | -4.3% | -1.4% |
| 30D | -7.8% | -3.0% | -4.7% | -7.6% |
| 3M | -10.7% | -17.6% | +6.9% | -9.8% |
| 6M | -21.3% | -3.2% | -18.0% | -21.4% |
| YTD | -15.8% | -28.2% | +12.5% | -14.5% |
| 1Y | -16.0% | -46.1% | +30.0% | -13.5% |
| 3Y | -3.0% | -22.2% | +19.2% | -3.9% |
| 5Y | +18.6% | -60.4% | +79.0% | +22.5% |
| All | +39.6% | +152.4% | -112.9% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG 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 10y: compounded portfolio wealth divided by compounded DKNG 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…
10y analysis · Full analysis span regression · 6 months rolling