-8.1%
MCD vs DOW
+53.6%
-61.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -6.0% | -2.6% |
| 7D | -1.9% | -0.5% | -1.4% | -1.9% |
| 30D | +16.6% | +15.7% | +0.9% | +16.5% |
| 3M | +0.9% | +5.3% | -4.4% | +0.8% |
| 6M | +1.5% | -14.2% | +15.7% | +1.1% |
| YTD | -8.3% | +43.9% | -52.2% | -12.0% |
| 1Y | -8.1% | +53.1% | -61.2% | -12.7% |
| All | -8.1% | +53.6% | -61.7% | -12.7% |
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