+292.2%
DOV vs MKC
+29.9%
+262.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -2.0% | -1.5% | -0.5% | -1.5% |
| 30D | -8.9% | -3.1% | -5.8% | -8.1% |
| 3M | -13.3% | +5.2% | -18.5% | -15.0% |
| 6M | -9.7% | -12.8% | +3.2% | -6.3% |
| YTD | -2.5% | -23.3% | +20.8% | +5.1% |
| 1Y | +7.2% | -24.1% | +31.3% | +15.6% |
| 3Y | +39.4% | -32.1% | +71.5% | +54.2% |
| 5Y | +15.8% | -32.8% | +48.6% | +26.3% |
| All | +292.2% | +29.9% | +262.4% | +262.4% |
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 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