-1.5%
MCD vs DOW
-36.6%
+35.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.4% |
| 7D | -2.8% | -2.4% | -0.4% | -2.7% |
| 30D | -6.0% | +0.4% | -6.4% | -6.1% |
| 3M | -5.6% | -14.4% | +8.8% | -5.0% |
| 6M | -21.9% | -7.0% | -14.9% | -22.1% |
| YTD | -14.7% | +30.2% | -44.9% | -17.4% |
| 1Y | -17.3% | +29.2% | -46.5% | -19.9% |
| All | -1.5% | -36.6% | +35.1% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling