+319.5%
DRI vs MKC
+25.8%
+293.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | +1.1% | -3.0% | +4.0% | +1.7% |
| 30D | +9.7% | +4.8% | +4.9% | +8.5% |
| 3M | +3.2% | -12.8% | +16.0% | +6.3% |
| 6M | +20.6% | +5.0% | +15.5% | +18.7% |
| YTD | +28.3% | -29.1% | +57.3% | +37.6% |
| 1Y | +34.5% | -26.4% | +60.9% | +43.0% |
| 3Y | +66.5% | -21.6% | +88.2% | +72.5% |
| 5Y | +79.6% | -35.2% | +114.9% | +91.9% |
| All | +319.5% | +25.8% | +293.7% | +314.1% |
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