+1,926.3%
MKC vs DAR
+1,373.4%
+552.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -2.4% |
| 7D | -2.4% | -3.8% | +1.4% | -2.3% |
| 30D | +5.4% | -14.4% | +19.8% | +5.9% |
| 3M | -11.1% | -17.9% | +6.8% | -10.6% |
| 6M | -1.4% | -18.3% | +16.9% | -0.8% |
| YTD | -29.4% | +43.2% | -72.7% | -30.5% |
| 1Y | -24.7% | +57.7% | -82.4% | -26.2% |
| 3Y | -21.8% | +22.7% | -44.5% | -23.1% |
| 5Y | -36.0% | -34.0% | -2.0% | -35.9% |
| 10Y | +24.9% | +279.5% | -254.5% | +17.2% |
| All | +1,926.3% | +1,373.4% | +552.9% | +1,649.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling