+3,595.6%
DLR vs MKC
+370.6%
+3,225.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.8% |
| 7D | +1.6% | -5.9% | +7.4% | +4.5% |
| 30D | -3.4% | -0.9% | -2.5% | -3.3% |
| 3M | +0.5% | +12.7% | -12.2% | -6.4% |
| 6M | +4.6% | -19.3% | +23.9% | +14.2% |
| YTD | +23.4% | -22.2% | +45.6% | +36.2% |
| 1Y | +19.0% | -23.3% | +42.4% | +31.4% |
| 3Y | +56.5% | -30.0% | +86.5% | +75.5% |
| 5Y | +33.3% | -33.8% | +67.1% | +50.2% |
| 10Y | +165.1% | +24.4% | +140.7% | +93.6% |
| All | +3,595.6% | +370.6% | +3,225.1% | +998.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling