+205.9%
MCD vs DTE
+151.0%
+54.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.9% |
| 7D | -1.9% | +1.6% | -3.5% | -2.7% |
| 30D | +16.6% | +9.1% | +7.5% | +11.8% |
| 3M | +0.9% | +2.4% | -1.5% | -0.3% |
| 6M | +1.5% | -0.2% | +1.7% | +1.4% |
| YTD | -8.3% | +11.0% | -19.4% | -13.4% |
| 1Y | -8.1% | +3.4% | -11.5% | -10.1% |
| 3Y | +10.3% | +57.1% | -46.7% | -13.5% |
| 5Y | +23.4% | +46.6% | -23.1% | -1.6% |
| 10Y | +205.9% | +151.3% | +54.7% | +92.1% |
| All | +205.9% | +151.0% | +54.9% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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