-3.5%
MCD vs DT
-7.6%
+4.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.8% |
| 7D | +5.9% | -20.2% | +26.2% | +5.7% |
| 30D | +19.6% | -30.8% | +50.4% | +19.1% |
| 3M | +3.3% | -10.2% | +13.5% | +2.9% |
| 6M | +3.5% | +8.0% | -4.5% | +3.3% |
| YTD | -6.1% | +1.5% | -7.6% | -5.0% |
| All | -3.5% | -7.6% | +4.1% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling