+5,658.1%
MCK vs DRI
+7,313.6%
-1,655.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | -3.6% | -4.8% | +1.2% | -2.7% |
| 30D | +1.4% | -3.9% | +5.4% | +2.1% |
| 3M | +13.8% | +5.1% | +8.7% | +12.6% |
| 6M | -5.2% | +5.5% | -10.7% | -6.4% |
| YTD | +9.0% | +16.5% | -7.4% | +5.5% |
| 1Y | +26.9% | +2.0% | +24.9% | +25.6% |
| 3Y | +114.7% | +54.5% | +60.2% | +94.0% |
| 5Y | +347.1% | +66.6% | +280.5% | +292.6% |
| 10Y | +446.4% | +353.6% | +92.8% | +272.7% |
| All | +5,658.1% | +7,313.6% | -1,655.5% | +2,363.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling