+339.0%
MCK vs DTE
+30.3%
+308.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | -2.9% | -2.6% | -0.3% | -2.3% |
| 30D | +0.4% | -4.4% | +4.8% | +1.6% |
| 3M | +12.1% | -8.3% | +20.4% | +14.6% |
| 6M | -5.4% | -8.1% | +2.6% | -3.4% |
| YTD | +7.8% | +4.4% | +3.4% | +6.4% |
| 1Y | +22.9% | +0.2% | +22.8% | +22.8% |
| 3Y | +110.7% | +42.6% | +68.1% | +92.4% |
| All | +339.0% | +30.3% | +308.7% | +309.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling