+6,406.5%
MCD vs DTE
+3,606.7%
+2,799.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | -1.6% | +3.2% | -4.8% | -2.8% |
| 30D | +16.0% | +8.5% | +7.6% | +12.6% |
| 3M | 0.0% | +1.3% | -1.3% | -0.6% |
| 6M | +0.9% | -0.7% | +1.6% | +1.1% |
| YTD | -8.7% | +10.6% | -19.4% | -12.4% |
| 1Y | -8.6% | +2.6% | -11.2% | -9.8% |
| 3Y | +9.9% | +56.5% | -46.7% | -8.3% |
| 5Y | +22.6% | +46.7% | -24.1% | +3.9% |
| 10Y | +204.6% | +150.4% | +54.2% | +108.6% |
| All | +6,406.5% | +3,606.7% | +2,799.8% | +1,359.6% |
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 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