+20.8%
MCD vs DT
-37.8%
+58.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -1.6% | +3.1% | -4.8% | -1.8% |
| 30D | +14.1% | -29.5% | +43.7% | +16.2% |
| 3M | +0.6% | -11.7% | +12.3% | +1.0% |
| 6M | 0.0% | +29.0% | -29.0% | -2.0% |
| YTD | -9.3% | +3.4% | -12.6% | -10.0% |
| 1Y | -9.3% | -4.2% | -5.1% | -9.6% |
| 3Y | +8.6% | -12.8% | +21.5% | +8.3% |
| All | +20.8% | -37.8% | +58.6% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling