-16.1%
MCD vs DOW
+27.5%
-43.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -2.0% | -2.9% | +0.9% | -2.0% |
| 30D | -6.1% | +2.0% | -8.1% | -6.1% |
| 3M | -7.3% | -12.5% | +5.3% | -7.2% |
| 6M | -20.9% | -9.2% | -11.7% | -21.5% |
| YTD | -14.7% | +30.8% | -45.4% | -17.5% |
| 1Y | -16.1% | +29.4% | -45.5% | -18.3% |
| All | -16.1% | +27.5% | -43.6% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling