+27.4%
MKC vs DTE
+137.8%
-110.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.0% |
| 7D | -1.5% | -2.6% | +1.1% | -0.4% |
| 30D | -3.1% | -4.4% | +1.3% | -1.3% |
| 3M | +5.2% | -8.3% | +13.5% | +9.0% |
| 6M | -12.8% | -8.1% | -4.7% | -9.9% |
| YTD | -23.3% | +4.4% | -27.7% | -24.8% |
| 1Y | -24.1% | +0.2% | -24.3% | -24.5% |
| 3Y | -32.1% | +42.6% | -74.7% | -41.9% |
| 5Y | -32.8% | +31.5% | -64.3% | -40.7% |
| All | +27.4% | +137.8% | -110.4% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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