+95.6%
DG vs MKC
+29.3%
+66.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.0% |
| 7D | -6.3% | -2.8% | -3.5% | -5.3% |
| 30D | +2.4% | -3.4% | +5.8% | +3.6% |
| 3M | +12.4% | +3.8% | +8.7% | +10.8% |
| 6M | -14.9% | -17.9% | +3.0% | -9.2% |
| YTD | -6.1% | -23.6% | +17.6% | +2.5% |
| 1Y | +17.9% | -23.1% | +40.9% | +27.9% |
| 3Y | +3.1% | -31.5% | +34.7% | +14.8% |
| 5Y | -38.7% | -33.1% | -5.6% | -31.9% |
| All | +95.6% | +29.3% | +66.3% | +66.8% |
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