+591.6%
DG vs MKC
+272.2%
+319.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.8% |
| 7D | +0.3% | -3.0% | +3.3% | +1.4% |
| 30D | +3.2% | +4.8% | -1.6% | +1.7% |
| 3M | +10.4% | -12.8% | +23.3% | +15.9% |
| 6M | +33.2% | +5.0% | +28.1% | +30.6% |
| YTD | +3.0% | -29.1% | +32.0% | +15.4% |
| 1Y | +31.2% | -26.4% | +57.6% | +45.0% |
| 3Y | +21.8% | -21.6% | +43.4% | +28.9% |
| 5Y | -35.0% | -35.2% | +0.3% | -27.1% |
| 10Y | +106.0% | +25.6% | +80.4% | +75.8% |
| All | +591.6% | +272.2% | +319.3% | +233.7% |
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