+99.3%
DAL vs MCK
+114.8%
-15.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.2% |
| 7D | +0.8% | -3.6% | +4.4% | +0.5% |
| 30D | -11.7% | +1.4% | -13.2% | -11.6% |
| 3M | -2.7% | +13.8% | -16.6% | -1.5% |
| 6M | +30.7% | -5.2% | +35.8% | +30.4% |
| YTD | +14.4% | +9.0% | +5.3% | +16.3% |
| 1Y | +31.2% | +26.9% | +4.3% | +36.4% |
| All | +99.3% | +114.8% | -15.4% | +132.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling