-24.1%
MKC vs DAR
+107.8%
-131.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.4% |
| 7D | -1.5% | -0.1% | -1.3% | -1.5% |
| 30D | -3.1% | +2.6% | -5.8% | -3.1% |
| 3M | +5.2% | +14.2% | -9.0% | +5.5% |
| 6M | -12.8% | +17.2% | -30.0% | -13.0% |
| YTD | -23.3% | +80.9% | -104.2% | -25.9% |
| 1Y | -24.1% | +104.0% | -128.1% | -27.5% |
| All | -24.1% | +107.8% | -131.9% | -27.5% |
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