+339.0%
MCK vs DHI
+61.2%
+277.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | -2.9% | -3.4% | +0.5% | -2.7% |
| 30D | +0.4% | -5.4% | +5.9% | +0.7% |
| 3M | +12.1% | -10.4% | +22.5% | +12.7% |
| 6M | -5.4% | -2.8% | -2.7% | -5.5% |
| YTD | +7.8% | -3.4% | +11.2% | +7.7% |
| 1Y | +22.9% | -22.9% | +45.9% | +24.3% |
| 3Y | +110.7% | +20.7% | +90.0% | +102.9% |
| All | +339.0% | +61.2% | +277.8% | +296.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling