-8.0%
DHR vs MKC
-31.7%
+23.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -5.0% | -2.8% | -2.2% | -4.4% |
| 30D | -3.3% | -3.4% | +0.1% | -2.7% |
| 3M | +9.4% | +3.8% | +5.7% | +8.2% |
| 6M | +3.2% | -17.9% | +21.1% | +7.8% |
| YTD | -12.0% | -23.6% | +11.6% | -6.5% |
| 1Y | +4.9% | -23.1% | +28.0% | +11.1% |
| All | -8.0% | -31.7% | +23.7% | -4.2% |
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