+3,785.9%
MCK vs DLR
+3,536.4%
+249.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -0.8% |
| 7D | -4.4% | -1.3% | -3.1% | -4.1% |
| 30D | -2.2% | -2.9% | +0.6% | -1.7% |
| 3M | +11.6% | +3.2% | +8.3% | +10.3% |
| 6M | -4.9% | +3.9% | -8.8% | -6.3% |
| YTD | +7.7% | +21.4% | -13.7% | +2.6% |
| 1Y | +25.2% | +9.7% | +15.5% | +21.6% |
| 3Y | +112.1% | +56.5% | +55.6% | +86.7% |
| 5Y | +345.8% | +41.5% | +304.3% | +293.1% |
| 10Y | +439.7% | +171.3% | +268.5% | +302.3% |
| All | +3,785.9% | +3,536.4% | +249.4% | +1,744.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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