+6.0%
DT vs MKC
-31.7%
+37.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.6% |
| 7D | -2.5% | -2.8% | +0.3% | -2.4% |
| 30D | +3.5% | -3.4% | +6.9% | +3.7% |
| 3M | +26.7% | +3.8% | +22.9% | +26.5% |
| 6M | +36.1% | -17.9% | +54.1% | +35.9% |
| YTD | +18.6% | -23.6% | +42.3% | +18.8% |
| 1Y | +7.9% | -23.1% | +31.0% | +7.9% |
| All | +6.0% | -31.7% | +37.7% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling