+1,511.3%
MCD vs DLR
+3,595.7%
-2,084.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -2.8% | +1.6% | -4.4% | -3.1% |
| 30D | -6.0% | -3.4% | -2.7% | -5.4% |
| 3M | -5.6% | +0.5% | -6.1% | -6.1% |
| 6M | -21.9% | +4.6% | -26.4% | -23.0% |
| YTD | -14.7% | +23.4% | -38.1% | -18.8% |
| 1Y | -17.3% | +19.0% | -36.3% | -20.9% |
| 3Y | -2.2% | +56.5% | -58.7% | -13.5% |
| 5Y | +20.3% | +33.3% | -13.0% | +8.2% |
| 10Y | +180.7% | +165.1% | +15.6% | +113.2% |
| All | +1,511.3% | +3,595.7% | -2,084.3% | +581.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling