+193.4%
MCD vs DTE
+152.1%
+41.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -1.6% | +3.4% | -5.1% | -3.3% |
| 30D | +14.1% | +8.9% | +5.2% | +9.5% |
| 3M | +0.6% | +1.1% | -0.4% | 0.0% |
| 6M | 0.0% | +0.1% | -0.1% | -0.3% |
| YTD | -9.3% | +11.1% | -20.3% | -14.3% |
| 1Y | -9.3% | +4.9% | -14.3% | -11.9% |
| 3Y | +8.6% | +58.6% | -49.9% | -15.3% |
| 5Y | +21.9% | +47.3% | -25.4% | -3.1% |
| All | +193.4% | +152.1% | +41.3% | +84.7% |
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