+81.4%
MCD vs DOW
-11.5%
+92.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.0% |
| 7D | +5.9% | -9.4% | +15.4% | +7.7% |
| 30D | +19.6% | +8.9% | +10.7% | +17.7% |
| 3M | +3.3% | +6.7% | -3.5% | +1.8% |
| 6M | +3.5% | -14.2% | +17.7% | +5.7% |
| YTD | -6.1% | +36.9% | -43.0% | -13.7% |
| 1Y | -3.7% | +45.8% | -49.4% | -12.8% |
| 3Y | +13.4% | -23.9% | +37.3% | +15.7% |
| 5Y | +25.2% | -30.8% | +55.9% | +28.7% |
| All | +81.4% | -11.5% | +92.8% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 10y: compounded portfolio wealth divided by compounded DOW 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…
10y analysis · Full analysis span regression · 6 months rolling