+5,979.9%
MCD vs DTE
+3,490.8%
+2,489.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | -2.8% | +0.2% | -3.0% | -2.9% |
| 30D | -6.0% | -2.6% | -3.5% | -5.1% |
| 3M | -5.6% | -3.9% | -1.7% | -4.2% |
| 6M | -21.9% | -7.9% | -13.9% | -19.5% |
| YTD | -14.7% | +7.2% | -21.9% | -17.2% |
| 1Y | -17.3% | +3.1% | -20.3% | -18.5% |
| 3Y | -2.2% | +47.6% | -49.7% | -16.6% |
| 5Y | +20.3% | +32.7% | -12.4% | +5.7% |
| 10Y | +180.7% | +138.8% | +41.9% | +95.3% |
| All | +5,979.9% | +3,490.8% | +2,489.1% | +1,280.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling