+8.6%
MCD vs DOW
-20.1%
+28.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -1.6% | +5.2% | -6.9% | -1.9% |
| 30D | +14.1% | +13.2% | +0.9% | +13.4% |
| 3M | +0.6% | +10.1% | -9.5% | +0.1% |
| 6M | 0.0% | -13.1% | +13.1% | +0.5% |
| YTD | -9.3% | +46.1% | -55.4% | -12.6% |
| 1Y | -9.3% | +50.0% | -59.3% | -12.9% |
| 3Y | +8.6% | -20.2% | +28.9% | +12.1% |
| All | +8.6% | -20.1% | +28.7% | +12.1% |
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 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