+66.7%
DRI vs MKC
-21.5%
+88.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | 0.0% |
| 7D | -0.7% | -7.0% | +6.3% | +0.7% |
| 30D | +14.7% | +4.1% | +10.6% | +13.9% |
| 3M | +5.4% | -10.3% | +15.7% | +7.5% |
| 6M | +18.8% | +1.7% | +17.1% | +18.1% |
| YTD | +28.4% | -29.1% | +57.5% | +36.2% |
| 1Y | +37.7% | -26.0% | +63.6% | +44.7% |
| All | +66.7% | -21.5% | +88.1% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling