+31.8%
MCK vs DE
+49.4%
-17.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.5% |
| 7D | +1.7% | +10.0% | -8.3% | +1.8% |
| 30D | +3.6% | +13.3% | -9.7% | +3.7% |
| 3M | +20.1% | +17.5% | +2.6% | +20.1% |
| 6M | -7.0% | +13.6% | -20.6% | -6.8% |
| YTD | +11.0% | +49.8% | -38.8% | +10.6% |
| 1Y | +31.8% | +47.9% | -16.0% | +32.4% |
| All | +31.8% | +49.4% | -17.5% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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