+27.5%
MCK vs DTE
+4.1%
+23.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +0.9% |
| 7D | +9.3% | +0.3% | +9.0% | +9.2% |
| 30D | +16.3% | +5.2% | +11.1% | +14.6% |
| 3M | +22.3% | -2.5% | +24.9% | +22.7% |
| 6M | +34.1% | -4.4% | +38.5% | +35.3% |
| YTD | +31.1% | +7.2% | +23.9% | +29.8% |
| 1Y | +27.5% | +4.1% | +23.4% | +27.1% |
| All | +27.5% | +4.1% | +23.4% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling