+10.5%
MCD vs DRI
+66.4%
-55.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +7.1% | +2.8% | +4.3% | +6.5% |
| 30D | +19.8% | +13.3% | +6.5% | +16.6% |
| 3M | +0.8% | +8.2% | -7.4% | -1.0% |
| 6M | -1.3% | +17.5% | -18.9% | -4.7% |
| YTD | -7.8% | +26.9% | -34.7% | -12.6% |
| 1Y | -5.0% | +31.6% | -36.5% | -10.6% |
| 3Y | +10.5% | +67.0% | -56.4% | -3.7% |
| All | +10.5% | +66.4% | -55.9% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling