+50.5%
DRAM vs MKC
+2.6%
+47.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.4% | +5.1% |
| 7D | -9.8% | -1.9% | -7.9% | -11.3% |
| 30D | -26.9% | +8.0% | -34.9% | -19.1% |
| 3M | -17.4% | -8.6% | -8.8% | -24.2% |
| 6M | -20.9% | +1.1% | -21.9% | -11.0% |
| All | +50.5% | +2.6% | +47.9% | +68.6% |
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