+134.2%
DAL vs MCK
+442.8%
-308.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.1% | +2.1% |
| 7D | -0.3% | -2.9% | +2.6% | +0.4% |
| 30D | -11.1% | +0.4% | -11.6% | -11.3% |
| 3M | -2.1% | +12.1% | -14.2% | -5.3% |
| 6M | +35.8% | -5.4% | +41.3% | +37.1% |
| YTD | +16.0% | +7.8% | +8.3% | +12.5% |
| 1Y | +33.7% | +22.9% | +10.7% | +24.3% |
| 3Y | +102.3% | +110.7% | -8.4% | +52.5% |
| 5Y | +110.3% | +346.2% | -235.8% | +18.1% |
| All | +134.2% | +442.8% | -308.6% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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