+427.0%
MCK vs DG
+101.8%
+325.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.2% |
| 7D | -2.9% | -6.5% | +3.6% | -1.7% |
| 30D | +0.4% | +4.2% | -3.7% | -0.4% |
| 3M | +12.1% | +9.5% | +2.6% | +10.0% |
| 6M | -5.4% | -13.1% | +7.7% | -3.5% |
| YTD | +7.8% | -4.8% | +12.6% | +7.9% |
| 1Y | +22.9% | +20.6% | +2.3% | +16.9% |
| 3Y | +110.7% | +4.9% | +105.8% | +97.3% |
| 5Y | +346.2% | -37.9% | +384.0% | +376.4% |
| All | +427.0% | +101.8% | +325.3% | +286.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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