+114.1%
DT vs MKC
-25.7%
+139.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -1.6% | -1.5% | -0.1% | -1.3% |
| 30D | +3.0% | -3.1% | +6.2% | +3.8% |
| 3M | +26.5% | +5.2% | +21.3% | +24.8% |
| 6M | +35.9% | -12.8% | +48.8% | +39.7% |
| YTD | +17.8% | -23.3% | +41.1% | +24.4% |
| 1Y | +4.1% | -24.1% | +28.2% | +9.9% |
| 3Y | +5.3% | -32.1% | +37.4% | +13.7% |
| 5Y | -27.2% | -32.8% | +5.6% | -24.1% |
| All | +114.1% | -25.7% | +139.8% | +117.9% |
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 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