+57.9%
MCD vs DT
+72.4%
-14.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.6% |
| 7D | +5.9% | -20.2% | +26.2% | +9.0% |
| 30D | +19.6% | -30.8% | +50.4% | +25.2% |
| 3M | +3.3% | -10.2% | +13.5% | +4.1% |
| 6M | +3.5% | +8.0% | -4.5% | +1.2% |
| YTD | -6.1% | +1.5% | -7.6% | -7.8% |
| 1Y | -3.7% | -6.9% | +3.2% | -4.2% |
| 3Y | +13.4% | -10.9% | +24.3% | +11.6% |
| 5Y | +25.2% | -42.2% | +67.3% | +30.3% |
| All | +57.9% | +72.4% | -14.5% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling