+78.8%
DRI vs MKC
-35.7%
+114.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.8% |
| 3M | +5.4% | -10.3% | +15.7% | +7.6% |
| 6M | +18.8% | +1.7% | +17.1% | +18.1% |
| YTD | +28.4% | -29.1% | +57.5% | +36.4% |
| 1Y | +37.7% | -26.0% | +63.6% | +45.0% |
| 3Y | +68.0% | -21.5% | +89.4% | +73.4% |
| 5Y | +78.8% | -35.0% | +113.8% | +83.9% |
| All | +78.8% | -35.7% | +114.5% | +83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling