+23.6%
MKC vs DAR
+307.1%
-283.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.4% |
| 7D | -7.3% | +9.2% | -16.5% | -8.2% |
| 30D | +4.0% | -12.3% | +16.2% | +5.4% |
| 3M | -11.5% | -12.7% | +1.3% | -10.3% |
| 6M | +1.1% | -12.8% | +13.8% | +2.2% |
| YTD | -29.9% | +53.8% | -83.7% | -34.3% |
| 1Y | -27.0% | +60.3% | -87.3% | -32.0% |
| 3Y | -22.3% | +31.7% | -54.1% | -27.4% |
| 5Y | -36.0% | -27.7% | -8.3% | -36.2% |
| All | +23.6% | +307.1% | -283.4% | -11.7% |
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