+1,461.6%
MCK vs DG
+560.3%
+901.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.5% |
| 3M | +12.1% | +9.5% | +2.6% | +9.9% |
| 6M | -5.4% | -13.1% | +7.7% | -3.4% |
| YTD | +7.8% | -4.8% | +12.6% | +7.9% |
| 1Y | +22.9% | +20.6% | +2.3% | +16.7% |
| 3Y | +110.7% | +4.9% | +105.8% | +97.1% |
| 5Y | +346.2% | -37.9% | +384.0% | +367.9% |
| 10Y | +440.1% | +102.2% | +337.9% | +317.5% |
| All | +1,461.6% | +560.3% | +901.3% | +802.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling