-16.1%
MCD vs DLR
+20.4%
-36.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | +0.1% |
| 7D | -2.0% | +3.4% | -5.4% | -2.0% |
| 30D | -6.1% | -2.2% | -3.9% | -6.1% |
| 3M | -7.3% | +4.7% | -12.0% | -7.5% |
| 6M | -20.9% | +9.0% | -29.9% | -20.9% |
| YTD | -14.7% | +24.1% | -38.8% | -14.0% |
| 1Y | -16.1% | +20.9% | -37.1% | -15.0% |
| All | -16.1% | +20.4% | -36.5% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling