+4.1%
DT vs MKC
-23.2%
+27.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -1.6% | -1.5% | -0.1% | -1.6% |
| 30D | +3.0% | -3.1% | +6.2% | +2.9% |
| 3M | +26.5% | +5.2% | +21.3% | +27.0% |
| 6M | +35.9% | -12.8% | +48.8% | +30.4% |
| YTD | +17.8% | -23.3% | +41.1% | +11.2% |
| 1Y | +4.1% | -24.1% | +28.2% | -1.1% |
| All | +4.1% | -23.2% | +27.2% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling