+87.8%
DT vs MKC
-31.3%
+119.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | +3.1% | -3.0% | +6.1% | +3.8% |
| 30D | -29.5% | +4.8% | -34.4% | -30.4% |
| 3M | -11.7% | -12.8% | +1.1% | -9.1% |
| 6M | +29.0% | +5.0% | +24.0% | +26.9% |
| YTD | +3.4% | -29.1% | +32.4% | +10.9% |
| 1Y | -4.2% | -26.4% | +22.2% | +1.5% |
| 3Y | -12.8% | -21.6% | +8.8% | -11.7% |
| 5Y | -39.6% | -35.2% | -4.3% | -37.4% |
| All | +87.8% | -31.3% | +119.1% | +94.1% |
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