+10.5%
MCD vs DOV
+57.1%
-46.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -0.6% |
| 7D | +7.1% | -1.9% | +9.0% | +7.3% |
| 30D | +19.8% | +8.3% | +11.5% | +19.0% |
| 3M | +0.8% | -3.1% | +3.9% | +1.1% |
| 6M | -1.3% | -9.8% | +8.5% | -0.6% |
| YTD | -7.8% | +5.2% | -12.9% | -8.4% |
| 1Y | -5.0% | +15.3% | -20.3% | -6.4% |
| 3Y | +10.5% | +58.8% | -48.2% | +6.0% |
| All | +10.5% | +57.1% | -46.6% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling