+64.8%
MCD vs DOW
-15.8%
+80.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.0% |
| 7D | -2.8% | -2.4% | -0.4% | -2.4% |
| 30D | -6.0% | +0.4% | -6.4% | -6.2% |
| 3M | -5.6% | -14.4% | +8.8% | -3.2% |
| 6M | -21.9% | -7.0% | -14.9% | -21.9% |
| YTD | -14.7% | +30.2% | -44.9% | -20.8% |
| 1Y | -17.3% | +29.2% | -46.5% | -23.5% |
| 3Y | -2.2% | -36.7% | +34.6% | +4.4% |
| 5Y | +20.3% | -37.7% | +58.0% | +26.7% |
| All | +64.8% | -15.8% | +80.6% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling