-33.5%
MKC vs DAR
-8.0%
-25.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -4.3% | -0.2% | -4.1% | -4.3% |
| 30D | -3.1% | +7.4% | -10.6% | -3.8% |
| 3M | +6.8% | +15.7% | -8.9% | +5.3% |
| 6M | -18.3% | +30.0% | -48.4% | -20.7% |
| YTD | -23.1% | +87.5% | -110.6% | -28.1% |
| 1Y | -23.7% | +113.4% | -137.0% | -29.8% |
| 3Y | -31.0% | +15.3% | -46.3% | -33.5% |
| 5Y | -33.5% | -4.3% | -29.2% | -34.8% |
| All | -33.5% | -8.0% | -25.5% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling