+42.5%
DD vs MKC
-31.7%
+74.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.3% |
| 7D | -2.9% | -2.8% | -0.1% | -2.4% |
| 30D | -11.5% | -3.4% | -8.1% | -11.0% |
| 3M | -5.4% | +3.8% | -9.2% | -6.3% |
| 6M | -6.9% | -17.9% | +11.0% | -2.2% |
| YTD | +6.9% | -23.6% | +30.5% | +14.2% |
| 1Y | +35.6% | -23.1% | +58.7% | +44.3% |
| All | +42.5% | -31.7% | +74.2% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling