-9.3%
MCD vs DRI
+34.4%
-43.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -1.6% | +1.1% | -2.7% | -2.0% |
| 30D | +14.1% | +9.7% | +4.4% | +11.3% |
| 3M | +0.6% | +3.2% | -2.6% | -0.6% |
| 6M | 0.0% | +20.6% | -20.5% | -4.8% |
| YTD | -9.3% | +28.3% | -37.5% | -16.9% |
| 1Y | -9.3% | +34.5% | -43.8% | -18.5% |
| All | -9.3% | +34.4% | -43.7% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling