+110.7%
MCK vs DD
+41.1%
+69.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | -2.9% | -3.5% | +0.6% | -3.0% |
| 30D | +0.4% | -11.7% | +12.1% | +0.2% |
| 3M | +12.1% | -9.2% | +21.3% | +11.9% |
| 6M | -5.4% | -7.2% | +1.7% | -5.6% |
| YTD | +7.8% | +6.6% | +1.2% | +7.4% |
| 1Y | +22.9% | +32.0% | -9.1% | +22.2% |
| 3Y | +110.7% | +42.1% | +68.6% | +112.0% |
| All | +110.7% | +41.1% | +69.6% | +112.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling