+3.3%
DHR vs MKC
-23.2%
+26.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -3.6% | -1.5% | -2.2% | -3.5% |
| 30D | -2.7% | -3.1% | +0.4% | -2.5% |
| 3M | +10.9% | +5.2% | +5.7% | +10.1% |
| 6M | +3.0% | -12.8% | +15.9% | +5.2% |
| YTD | -12.2% | -23.3% | +11.1% | -8.1% |
| 1Y | +3.3% | -24.1% | +27.4% | +9.6% |
| All | +3.3% | -23.2% | +26.5% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling