+43.5%
MCD vs DT
+97.2%
-53.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.5% |
| 7D | -2.0% | -4.9% | +2.8% | -1.4% |
| 30D | -6.1% | +2.7% | -8.8% | -6.6% |
| 3M | -7.3% | +20.0% | -27.2% | -9.8% |
| 6M | -20.9% | +28.0% | -49.0% | -24.3% |
| YTD | -14.7% | +16.0% | -30.7% | -17.3% |
| 1Y | -16.1% | +0.7% | -16.8% | -17.1% |
| 3Y | -1.5% | +6.2% | -7.7% | -5.1% |
| 5Y | +20.4% | -28.1% | +48.6% | +20.8% |
| All | +43.5% | +97.2% | -53.7% | -3.3% |
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