+27.4%
MKC vs DGX
+255.3%
-227.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | -0.1% |
| 7D | -1.5% | -0.9% | -0.6% | -1.2% |
| 30D | -3.1% | -1.2% | -2.0% | -2.8% |
| 3M | +5.2% | +15.8% | -10.6% | +0.6% |
| 6M | -12.8% | +18.2% | -31.0% | -17.3% |
| YTD | -23.3% | +37.2% | -60.5% | -30.4% |
| 1Y | -24.1% | +30.4% | -54.5% | -30.2% |
| 3Y | -32.1% | +96.7% | -128.8% | -44.9% |
| 5Y | -32.8% | +67.2% | -100.0% | -43.5% |
| All | +27.4% | +255.3% | -227.9% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling