+22.7%
MCD vs DOW
-30.0%
+52.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.4% |
| 7D | +7.1% | -9.5% | +16.6% | +7.9% |
| 30D | +19.8% | +13.1% | +6.7% | +18.6% |
| 3M | +0.8% | +4.8% | -4.0% | +0.3% |
| 6M | -1.3% | -16.7% | +15.3% | -0.2% |
| YTD | -7.8% | +38.9% | -46.6% | -11.9% |
| 1Y | -5.0% | +48.3% | -53.2% | -10.0% |
| 3Y | +10.5% | -24.4% | +34.9% | +13.2% |
| All | +22.7% | -30.0% | +52.7% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling