+76.4%
MCD vs DOW
-5.2%
+81.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.7% |
| 7D | -1.6% | +3.7% | -5.2% | -2.2% |
| 30D | +16.0% | +16.3% | -0.2% | +12.8% |
| 3M | 0.0% | +9.7% | -9.7% | -1.9% |
| 6M | +0.9% | -14.1% | +15.0% | +3.2% |
| YTD | -8.7% | +46.6% | -55.3% | -17.1% |
| 1Y | -8.6% | +56.8% | -65.4% | -18.3% |
| 3Y | +9.9% | -20.4% | +30.2% | +11.4% |
| 5Y | +22.6% | -27.4% | +50.1% | +25.3% |
| All | +76.4% | -5.2% | +81.5% | +38.4% |
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