+1,912.8%
MKC vs DAR
+1,481.7%
+431.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.2% |
| 7D | -7.3% | +9.2% | -16.5% | -7.6% |
| 30D | +4.0% | -12.3% | +16.2% | +4.4% |
| 3M | -11.5% | -12.7% | +1.3% | -11.1% |
| 6M | +1.1% | -12.8% | +13.8% | +1.4% |
| YTD | -29.9% | +53.8% | -83.7% | -31.2% |
| 1Y | -27.0% | +60.3% | -87.3% | -28.5% |
| 3Y | -22.3% | +31.7% | -54.1% | -23.8% |
| 5Y | -36.0% | -27.7% | -8.3% | -36.1% |
| 10Y | +24.2% | +309.8% | -285.6% | +16.1% |
| All | +1,912.8% | +1,481.7% | +431.1% | +1,633.6% |
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