-27.0%
MKC vs DAR
+59.8%
-86.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -0.9% |
| 7D | -7.3% | +9.2% | -16.5% | -6.5% |
| 30D | +4.0% | -12.3% | +16.2% | +3.1% |
| 3M | -11.5% | -12.7% | +1.3% | -12.2% |
| 6M | +1.1% | -12.8% | +13.8% | +0.4% |
| YTD | -29.9% | +53.8% | -83.7% | -30.9% |
| 1Y | -27.0% | +60.3% | -87.3% | -28.2% |
| All | -27.0% | +59.8% | -86.8% | -28.2% |
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