+2,648.2%
MCD vs DRI
+7,577.6%
-4,929.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -2.8% | +0.6% | -3.4% | -3.0% |
| 30D | -6.0% | +3.8% | -9.9% | -7.0% |
| 3M | -5.6% | +13.0% | -18.6% | -8.6% |
| 6M | -21.9% | +8.3% | -30.2% | -23.7% |
| YTD | -14.7% | +20.6% | -35.3% | -19.1% |
| 1Y | -17.3% | +6.5% | -23.7% | -19.2% |
| 3Y | -2.2% | +53.7% | -55.9% | -14.1% |
| 5Y | +20.3% | +72.7% | -52.4% | +1.1% |
| 10Y | +180.7% | +363.2% | -182.5% | +69.8% |
| All | +2,648.2% | +7,577.6% | -4,929.5% | +747.2% |
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