+55.1%
MCD vs DT
+70.4%
-15.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.5% |
| 7D | +7.1% | -24.7% | +31.8% | +11.0% |
| 30D | +19.8% | -27.4% | +47.1% | +24.5% |
| 3M | +0.8% | -11.1% | +11.9% | +1.8% |
| 6M | -1.3% | +13.7% | -15.0% | -4.2% |
| YTD | -7.8% | +0.2% | -8.0% | -9.3% |
| 1Y | -5.0% | -5.7% | +0.7% | -5.7% |
| 3Y | +10.5% | -8.1% | +18.7% | +8.2% |
| 5Y | +22.0% | -43.1% | +65.0% | +27.3% |
| All | +55.1% | +70.4% | -15.2% | +6.1% |
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