-1.1%
MCD vs DRI
+21.0%
-22.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.5% |
| 7D | +8.0% | +3.7% | +4.3% | +6.6% |
| 30D | +19.6% | +13.5% | +6.1% | +14.9% |
| 3M | +2.2% | +10.4% | -8.2% | -1.1% |
| 6M | -1.1% | +19.5% | -20.6% | -5.8% |
| All | -1.1% | +21.0% | -22.1% | -5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling