+213.3%
MCD vs DRI
+343.2%
-129.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.4% |
| 7D | +7.3% | +4.2% | +3.0% | +6.0% |
| 30D | +20.0% | +15.7% | +4.3% | +15.0% |
| 3M | +3.8% | +5.8% | -1.9% | +2.0% |
| 6M | +3.8% | +18.4% | -14.7% | -1.5% |
| YTD | -5.9% | +28.2% | -34.1% | -13.1% |
| 1Y | -3.2% | +35.9% | -39.1% | -12.3% |
| 3Y | +13.3% | +67.7% | -54.5% | -5.4% |
| 5Y | +25.2% | +77.9% | -52.6% | +1.1% |
| 10Y | +213.3% | +338.7% | -125.4% | +80.4% |
| All | +213.3% | +343.2% | -129.9% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling