+42.1%
DLR vs MKC
-34.7%
+76.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +2.9% | -4.3% | +7.2% | +3.7% |
| 30D | -1.2% | -3.1% | +1.9% | -0.7% |
| 3M | +2.9% | +6.8% | -3.9% | +1.1% |
| 6M | +6.7% | -18.3% | +25.0% | +11.0% |
| YTD | +23.9% | -23.1% | +46.9% | +30.3% |
| 1Y | +18.6% | -23.7% | +42.3% | +24.8% |
| 3Y | +59.7% | -31.0% | +90.7% | +72.2% |
| 5Y | +42.1% | -33.5% | +75.6% | +48.5% |
| All | +42.1% | -34.7% | +76.7% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling