+110.7%
MCK vs DAR
+5.7%
+105.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | 0.0% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | +0.4% | +2.6% | -2.2% | +0.6% |
| 3M | +12.1% | +14.2% | -2.1% | +12.7% |
| 6M | -5.4% | +17.2% | -22.6% | -4.7% |
| YTD | +7.8% | +80.9% | -73.1% | +10.4% |
| 1Y | +22.9% | +104.0% | -81.0% | +26.6% |
| 3Y | +110.7% | +3.6% | +107.1% | +120.1% |
| All | +110.7% | +5.7% | +105.0% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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