+203.8%
DHR vs MCK
+442.8%
-239.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.6% | -2.9% | -0.7% | -3.0% |
| 30D | -2.7% | +0.4% | -3.2% | -2.9% |
| 3M | +10.9% | +12.1% | -1.2% | +8.2% |
| 6M | +3.0% | -5.4% | +8.5% | +3.8% |
| YTD | -12.2% | +7.8% | -20.0% | -14.2% |
| 1Y | +3.3% | +22.9% | -19.6% | -2.1% |
| 3Y | -8.2% | +110.7% | -118.9% | -24.3% |
| 5Y | -29.9% | +346.2% | -376.1% | -52.7% |
| All | +203.8% | +442.8% | -239.0% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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