+2,872.0%
MCD vs DRI
+7,978.2%
-5,106.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +7.1% | +2.8% | +4.3% | +6.4% |
| 30D | +19.8% | +13.3% | +6.5% | +16.1% |
| 3M | +0.8% | +8.2% | -7.4% | -1.3% |
| 6M | -1.3% | +17.5% | -18.9% | -5.5% |
| YTD | -7.8% | +26.9% | -34.7% | -13.7% |
| 1Y | -5.0% | +31.6% | -36.5% | -11.9% |
| 3Y | +10.5% | +67.0% | -56.4% | -5.0% |
| 5Y | +22.0% | +72.9% | -50.9% | +2.6% |
| 10Y | +216.7% | +371.3% | -154.7% | +90.6% |
| All | +2,872.0% | +7,978.2% | -5,106.1% | +804.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling