+205.9%
MCD vs DRI
+339.9%
-133.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -1.9% | -0.7% | -1.2% | -1.7% |
| 30D | +16.6% | +14.7% | +1.9% | +12.1% |
| 3M | +0.9% | +5.4% | -4.5% | -0.7% |
| 6M | +1.5% | +18.8% | -17.4% | -3.8% |
| YTD | -8.3% | +28.4% | -36.7% | -15.4% |
| 1Y | -8.1% | +37.7% | -45.8% | -17.0% |
| 3Y | +10.3% | +68.0% | -57.6% | -7.9% |
| 5Y | +23.4% | +78.8% | -55.4% | -0.5% |
| 10Y | +205.9% | +334.2% | -128.2% | +76.3% |
| All | +205.9% | +339.9% | -133.9% | +76.3% |
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