-32.5%
MKC vs DTE
+30.3%
-62.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.1% |
| 7D | -1.5% | -2.6% | +1.1% | -0.2% |
| 30D | -3.1% | -4.4% | +1.3% | -1.0% |
| 3M | +5.2% | -8.3% | +13.5% | +9.8% |
| 6M | -12.8% | -8.1% | -4.7% | -9.3% |
| YTD | -23.3% | +4.4% | -27.7% | -25.3% |
| 1Y | -24.1% | +0.2% | -24.3% | -24.7% |
| 3Y | -32.1% | +42.6% | -74.7% | -44.0% |
| All | -32.5% | +30.3% | -62.8% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling