+927.6%
DD vs MKC
+3,376.8%
-2,449.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.6% |
| 7D | -3.5% | -5.9% | +2.4% | -1.8% |
| 30D | -10.3% | -0.9% | -9.4% | -10.2% |
| 3M | -7.5% | +12.7% | -20.3% | -11.3% |
| 6M | -8.0% | -19.3% | +11.3% | -2.8% |
| YTD | +10.5% | -22.2% | +32.6% | +17.6% |
| 1Y | +38.3% | -23.3% | +61.6% | +47.5% |
| 3Y | +42.5% | -30.0% | +72.5% | +54.7% |
| 5Y | +60.2% | -33.8% | +93.9% | +74.7% |
| 10Y | +68.9% | +24.4% | +44.4% | +49.3% |
| All | +927.6% | +3,376.8% | -2,449.2% | +377.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling