+211.3%
MCD vs DLR
+174.9%
+36.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.4% | -1.6% | +1.1% |
| 7D | +5.9% | +2.4% | +3.6% | +5.4% |
| 30D | +19.6% | +0.7% | +18.9% | +19.3% |
| 3M | +3.3% | -6.4% | +9.7% | +4.4% |
| 6M | +3.5% | -6.5% | +10.0% | +4.3% |
| YTD | -6.1% | +18.8% | -24.9% | -10.3% |
| 1Y | -3.7% | +9.0% | -12.7% | -6.4% |
| 3Y | +13.4% | +54.5% | -41.1% | -1.3% |
| 5Y | +25.2% | +35.8% | -10.7% | +11.5% |
| 10Y | +211.3% | +177.5% | +33.8% | +127.7% |
| All | +211.3% | +174.9% | +36.3% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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