+524.0%
MCK vs DT
+101.6%
+422.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.3% |
| 7D | -4.4% | -2.5% | -1.9% | -4.2% |
| 30D | -2.2% | +3.5% | -5.8% | -2.5% |
| 3M | +11.6% | +26.7% | -15.2% | +9.6% |
| 6M | -4.9% | +36.1% | -41.1% | -7.3% |
| YTD | +7.7% | +18.6% | -10.9% | +6.0% |
| 1Y | +25.2% | +7.9% | +17.3% | +24.0% |
| 3Y | +112.1% | +8.6% | +103.6% | +108.1% |
| 5Y | +345.8% | -26.7% | +372.5% | +352.0% |
| All | +524.0% | +101.6% | +422.4% | +413.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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