+110.7%
MCK vs DHI
+21.1%
+89.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | +0.1% |
| 7D | -2.9% | -3.4% | +0.5% | -2.9% |
| 30D | +0.4% | -5.4% | +5.9% | +0.5% |
| 3M | +12.1% | -10.4% | +22.5% | +12.1% |
| 6M | -5.4% | -2.8% | -2.7% | -5.4% |
| YTD | +7.8% | -3.4% | +11.2% | +7.9% |
| 1Y | +22.9% | -22.9% | +45.9% | +22.6% |
| 3Y | +110.7% | +20.7% | +90.0% | +121.1% |
| All | +110.7% | +21.1% | +89.7% | +121.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling