+176.9%
MCD vs DTE
+137.8%
+39.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.4% |
| 7D | -1.2% | -2.6% | +1.3% | 0.0% |
| 30D | -7.8% | -4.4% | -3.4% | -5.8% |
| 3M | -10.7% | -8.3% | -2.4% | -7.0% |
| 6M | -21.3% | -8.1% | -13.2% | -18.3% |
| YTD | -15.8% | +4.4% | -20.2% | -18.0% |
| 1Y | -16.0% | +0.2% | -16.2% | -16.6% |
| 3Y | -3.0% | +42.6% | -45.6% | -20.2% |
| 5Y | +18.6% | +31.5% | -12.8% | +0.1% |
| All | +176.9% | +137.8% | +39.1% | +78.2% |
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