+22.7%
MCD vs DLR
+32.6%
-9.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | +7.1% | -3.6% | +10.7% | +7.5% |
| 30D | +19.8% | -3.5% | +23.2% | +20.1% |
| 3M | +0.8% | -8.9% | +9.7% | +1.6% |
| 6M | -1.3% | -11.6% | +10.3% | -0.4% |
| YTD | -7.8% | +14.9% | -22.7% | -9.5% |
| 1Y | -5.0% | +6.4% | -11.4% | -6.0% |
| 3Y | +10.5% | +47.3% | -36.7% | +2.8% |
| All | +22.7% | +32.6% | -9.8% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling