-18.3%
MKC vs DAR
+63.3%
-81.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.5% | +7.9% | +5.2% |
| 7D | +9.6% | -5.7% | +15.3% | +9.1% |
| 30D | +12.0% | -16.6% | +28.6% | +10.7% |
| 3M | -2.0% | -13.1% | +11.0% | -2.8% |
| 6M | +7.2% | -18.8% | +26.0% | +6.1% |
| YTD | -23.7% | +45.3% | -69.0% | -26.7% |
| 1Y | -18.3% | +60.6% | -78.9% | -22.1% |
| All | -18.3% | +63.3% | -81.6% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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