+427.0%
MCK vs DRI
+353.8%
+73.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.1% |
| 7D | -2.9% | -3.2% | +0.3% | -2.3% |
| 30D | +0.4% | -7.8% | +8.2% | +1.9% |
| 3M | +12.1% | +0.4% | +11.7% | +11.9% |
| 6M | -5.4% | +4.8% | -10.3% | -6.5% |
| YTD | +7.8% | +16.7% | -8.9% | +4.4% |
| 1Y | +22.9% | +1.5% | +21.5% | +21.9% |
| 3Y | +110.7% | +56.3% | +54.5% | +90.6% |
| 5Y | +346.2% | +66.4% | +279.7% | +293.0% |
| All | +427.0% | +353.8% | +73.2% | +295.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling