+98.2%
DD vs MKC
+25.8%
+72.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.0% |
| 7D | +5.0% | -3.0% | +7.9% | +5.9% |
| 30D | +19.7% | +4.8% | +14.9% | +17.5% |
| 3M | +7.2% | -12.8% | +20.0% | +11.4% |
| 6M | +1.0% | +5.0% | -4.0% | -1.9% |
| YTD | +29.1% | -29.1% | +58.2% | +42.5% |
| 1Y | +28.5% | -26.4% | +54.9% | +39.8% |
| 3Y | +89.4% | -21.6% | +111.1% | +99.1% |
| 5Y | +67.1% | -35.2% | +102.4% | +84.1% |
| All | +98.2% | +25.8% | +72.4% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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