+17.1%
DLR vs MKC
-25.8%
+42.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -1.8% |
| 7D | +3.3% | -3.0% | +6.3% | +3.2% |
| 30D | +4.6% | +4.8% | -0.2% | +4.8% |
| 3M | -8.3% | -12.8% | +4.6% | -8.8% |
| 6M | -5.6% | +5.0% | -10.6% | -6.1% |
| YTD | +18.7% | -29.1% | +47.8% | +17.6% |
| 1Y | +17.1% | -26.4% | +43.5% | +17.4% |
| All | +17.1% | -25.8% | +42.9% | +17.4% |
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