+66.6%
DRI vs MKC
-34.7%
+101.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -4.8% | -4.3% | -0.5% | -4.0% |
| 30D | -3.9% | -3.1% | -0.8% | -3.3% |
| 3M | +5.1% | +6.8% | -1.7% | +3.6% |
| 6M | +5.5% | -18.3% | +23.8% | +9.4% |
| YTD | +16.5% | -23.1% | +39.5% | +21.9% |
| 1Y | +2.0% | -23.7% | +25.7% | +6.8% |
| 3Y | +54.5% | -31.0% | +85.5% | +63.8% |
| 5Y | +66.6% | -33.5% | +100.1% | +82.3% |
| All | +66.6% | -34.7% | +101.3% | +82.3% |
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