+26.9%
MKC vs DAR
+375.1%
-348.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | -2.8% | +0.9% | -3.8% | -2.9% |
| 30D | -3.4% | +6.4% | -9.8% | -4.2% |
| 3M | +3.8% | +13.2% | -9.5% | +2.0% |
| 6M | -17.9% | +26.2% | -44.1% | -20.7% |
| YTD | -23.6% | +84.4% | -108.0% | -29.8% |
| 1Y | -23.1% | +112.0% | -135.1% | -30.8% |
| 3Y | -31.5% | +13.4% | -44.9% | -34.3% |
| 5Y | -33.1% | -6.0% | -27.1% | -35.5% |
| All | +26.9% | +375.1% | -348.2% | -11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling