+41.4%
MCD vs DKNG
+143.6%
-102.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -2.0% | +1.8% | -3.9% | -2.1% |
| 30D | -6.1% | -0.7% | -5.5% | -6.1% |
| 3M | -7.3% | -3.7% | -3.6% | -7.2% |
| 6M | -20.9% | -5.1% | -15.8% | -21.0% |
| YTD | -14.7% | -30.7% | +16.1% | -13.2% |
| 1Y | -16.1% | -48.5% | +32.4% | -13.3% |
| 3Y | -1.5% | -25.1% | +23.5% | -2.2% |
| 5Y | +20.4% | -62.3% | +82.8% | +24.9% |
| All | +41.4% | +143.6% | -102.2% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling