+181.2%
DLR vs MKC
+25.8%
+155.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.3% |
| 7D | +3.3% | -3.0% | +6.3% | +4.3% |
| 30D | +4.6% | +4.8% | -0.2% | +2.5% |
| 3M | -8.3% | -12.8% | +4.6% | -4.4% |
| 6M | -5.6% | +5.0% | -10.6% | -8.8% |
| YTD | +18.7% | -29.1% | +47.8% | +32.1% |
| 1Y | +17.1% | -26.4% | +43.5% | +28.1% |
| 3Y | +54.4% | -21.6% | +76.0% | +58.5% |
| 5Y | +36.5% | -35.2% | +71.7% | +49.6% |
| All | +181.2% | +25.8% | +155.4% | +126.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling