+177.3%
MCD vs DRI
+361.6%
-184.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -2.8% | +0.6% | -3.4% | -3.0% |
| 30D | -6.0% | +3.8% | -9.9% | -7.1% |
| 3M | -5.6% | +13.0% | -18.6% | -9.0% |
| 6M | -21.9% | +8.3% | -30.2% | -23.9% |
| YTD | -14.7% | +20.6% | -35.3% | -19.8% |
| 1Y | -17.3% | +6.5% | -23.7% | -19.5% |
| 3Y | -2.2% | +53.7% | -55.9% | -16.2% |
| 5Y | +20.3% | +72.7% | -52.4% | -2.2% |
| All | +177.3% | +361.6% | -184.3% | +54.2% |
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