-1.5%
MCD vs DT
+9.0%
-10.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.5% |
| 7D | -2.8% | -3.3% | +0.5% | -2.7% |
| 30D | -6.0% | +2.0% | -8.1% | -6.1% |
| 3M | -5.6% | +20.0% | -25.6% | -6.2% |
| 6M | -21.9% | +39.3% | -61.1% | -22.7% |
| YTD | -14.7% | +19.8% | -34.5% | -15.0% |
| 1Y | -17.3% | +4.3% | -21.5% | -17.0% |
| All | -1.5% | +9.0% | -10.5% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling