+21.8%
DG vs MKC
-21.4%
+43.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.7% |
| 7D | +0.3% | -3.0% | +3.3% | +1.2% |
| 30D | +3.2% | +4.8% | -1.6% | +2.1% |
| 3M | +10.4% | -12.8% | +23.3% | +14.7% |
| 6M | +33.2% | +5.0% | +28.1% | +31.8% |
| YTD | +3.0% | -29.1% | +32.0% | +11.1% |
| 1Y | +31.2% | -26.4% | +57.6% | +40.4% |
| 3Y | +21.8% | -21.6% | +43.4% | +25.4% |
| All | +21.8% | -21.4% | +43.2% | +25.4% |
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