+851.5%
DE vs MKC
+29.9%
+821.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.4% |
| 7D | -2.6% | -1.5% | -1.1% | -2.2% |
| 30D | +9.0% | -3.1% | +12.1% | +9.7% |
| 3M | +19.1% | +5.2% | +14.0% | +17.0% |
| 6M | +14.4% | -12.8% | +27.2% | +17.7% |
| YTD | +45.9% | -23.3% | +69.2% | +55.0% |
| 1Y | +43.6% | -24.1% | +67.7% | +52.6% |
| 3Y | +75.9% | -32.1% | +108.0% | +90.9% |
| 5Y | +98.8% | -32.8% | +131.6% | +113.5% |
| All | +851.5% | +29.9% | +821.6% | +802.3% |
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