+427.0%
MCK vs DD
+66.6%
+360.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | -2.9% | -3.5% | +0.6% | -2.1% |
| 30D | +0.4% | -11.7% | +12.1% | +3.5% |
| 3M | +12.1% | -9.2% | +21.3% | +14.6% |
| 6M | -5.4% | -7.2% | +1.7% | -4.5% |
| YTD | +7.8% | +6.6% | +1.2% | +4.3% |
| 1Y | +22.9% | +32.0% | -9.1% | +11.6% |
| 3Y | +110.7% | +42.1% | +68.6% | +80.9% |
| 5Y | +346.2% | +58.1% | +288.1% | +258.8% |
| All | +427.0% | +66.6% | +360.5% | +225.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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