+20.4%
MCD vs DTE
+35.6%
-15.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.3% |
| 7D | -2.0% | +0.9% | -2.9% | -2.3% |
| 30D | -6.1% | -1.9% | -4.3% | -5.5% |
| 3M | -7.3% | -3.3% | -3.9% | -6.2% |
| 6M | -20.9% | -7.1% | -13.8% | -18.9% |
| YTD | -14.7% | +8.1% | -22.8% | -17.3% |
| 1Y | -16.1% | +5.3% | -21.4% | -18.0% |
| 3Y | -1.5% | +48.2% | -49.7% | -15.4% |
| 5Y | +20.4% | +33.2% | -12.8% | +7.6% |
| All | +20.4% | +35.6% | -15.2% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling