+62.5%
DRAM vs MCK
+22.9%
+39.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +7.0% | -12.3% | +4.6% |
| 7D | -16.6% | +11.3% | -28.0% | -2.0% |
| 30D | -26.9% | +16.8% | -43.7% | -7.1% |
| 3M | -17.8% | +28.9% | -46.7% | +22.8% |
| 6M | +6.2% | +32.7% | -26.5% | +102.9% |
| All | +62.5% | +22.9% | +39.6% | +203.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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