+27.5%
MCK vs DHI
+9.9%
+17.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +9.3% | +7.6% | +1.7% | +8.4% |
| 30D | +16.3% | +15.3% | +1.0% | +14.8% |
| 3M | +22.3% | +4.4% | +17.9% | +21.2% |
| 6M | +34.1% | +8.3% | +25.9% | +32.7% |
| YTD | +31.1% | +10.4% | +20.7% | +29.3% |
| 1Y | +27.5% | +9.8% | +17.7% | +26.2% |
| All | +27.5% | +9.9% | +17.6% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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