+110.7%
MCK vs DVA
+89.6%
+21.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.9% | -1.3% | -1.6% | -2.9% |
| 30D | +0.4% | 0.0% | +0.4% | +0.4% |
| 3M | +12.1% | -10.9% | +23.0% | +12.1% |
| 6M | -5.4% | +17.3% | -22.7% | -6.6% |
| YTD | +7.8% | +59.8% | -52.0% | +3.5% |
| 1Y | +22.9% | +36.3% | -13.3% | +19.8% |
| 3Y | +110.7% | +88.6% | +22.1% | +113.9% |
| All | +110.7% | +89.6% | +21.1% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 3y: compounded portfolio wealth divided by compounded DVA 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…
3y analysis · Full analysis span regression · 6 months rolling