+161.0%
DAL vs MCK
+138.1%
+22.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.2% |
| 7D | -1.1% | +4.0% | -5.0% | -0.9% |
| 30D | +12.8% | +12.9% | -0.1% | +13.6% |
| 3M | -5.3% | +28.9% | -34.1% | -3.7% |
| 6M | +22.4% | +49.9% | -27.6% | +26.2% |
| YTD | +25.6% | +34.8% | -9.2% | +29.4% |
| 1Y | +45.5% | +30.8% | +14.7% | +49.3% |
| 3Y | +161.0% | +137.4% | +23.5% | +205.3% |
| All | +161.0% | +138.1% | +22.8% | +205.3% |
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