+9.3%
MCD vs DT
-11.2%
+20.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.5% |
| 7D | -1.6% | +2.7% | -4.3% | -1.6% |
| 30D | +16.0% | -30.4% | +46.4% | +16.9% |
| 3M | 0.0% | -9.4% | +9.4% | -0.1% |
| 6M | +0.9% | +14.5% | -13.6% | +0.2% |
| YTD | -8.7% | +3.6% | -12.3% | -8.9% |
| 1Y | -8.6% | -3.4% | -5.1% | -8.4% |
| All | +9.3% | -11.2% | +20.5% | +8.2% |
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