+180.0%
MCD vs DLR
+163.6%
+16.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.1% |
| 7D | -2.0% | +3.4% | -5.4% | -2.7% |
| 30D | -6.1% | -2.2% | -3.9% | -5.8% |
| 3M | -7.3% | +4.7% | -12.0% | -8.5% |
| 6M | -20.9% | +9.0% | -29.9% | -22.8% |
| YTD | -14.7% | +24.1% | -38.8% | -19.0% |
| 1Y | -16.1% | +20.9% | -37.1% | -20.2% |
| 3Y | -1.5% | +60.0% | -61.5% | -14.6% |
| 5Y | +20.4% | +35.3% | -14.8% | +8.1% |
| 10Y | +180.0% | +165.8% | +14.3% | +107.1% |
| All | +180.0% | +163.6% | +16.4% | +107.1% |
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