-1.5%
MCD vs DLR
+56.7%
-58.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -2.8% | +1.6% | -4.4% | -2.9% |
| 30D | -6.0% | -3.4% | -2.7% | -5.9% |
| 3M | -5.6% | +0.5% | -6.1% | -5.6% |
| 6M | -21.9% | +4.6% | -26.4% | -22.0% |
| YTD | -14.7% | +23.4% | -38.1% | -15.3% |
| 1Y | -17.3% | +19.0% | -36.3% | -17.8% |
| All | -1.5% | +56.7% | -58.2% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling