-3.5%
MCD vs DOV
+18.5%
-22.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.5% | -2.7% | +1.3% |
| 7D | +5.9% | -1.4% | +7.3% | +6.0% |
| 30D | +19.6% | +12.8% | +6.9% | +18.3% |
| 3M | +3.3% | +1.1% | +2.1% | +3.2% |
| 6M | +3.5% | -2.6% | +6.1% | +3.4% |
| YTD | -6.1% | +9.9% | -16.0% | -9.0% |
| All | -3.5% | +18.5% | -22.0% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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