+6,923.6%
MCK vs DHI
+9,533.0%
-2,609.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.2% |
| 7D | -2.9% | -3.4% | +0.5% | -2.4% |
| 30D | +0.4% | -5.4% | +5.9% | +1.2% |
| 3M | +12.1% | -10.4% | +22.5% | +13.6% |
| 6M | -5.4% | -2.8% | -2.7% | -5.5% |
| YTD | +7.8% | -3.4% | +11.2% | +7.5% |
| 1Y | +22.9% | -22.9% | +45.9% | +26.4% |
| 3Y | +110.7% | +20.7% | +90.0% | +98.6% |
| 5Y | +346.2% | +62.1% | +284.0% | +294.8% |
| 10Y | +440.1% | +410.4% | +29.7% | +290.5% |
| All | +6,923.6% | +9,533.0% | -2,609.4% | +3,112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling