-47.3%
DOCS vs MKC
-18.2%
-29.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.4% | +0.9% | +6.2% |
| 7D | +1.2% | +9.6% | -8.4% | +1.1% |
| 30D | +21.3% | +12.0% | +9.3% | +21.1% |
| 3M | +58.4% | -2.0% | +60.4% | +58.0% |
| 6M | +39.3% | +7.2% | +32.1% | +41.5% |
| YTD | -21.7% | -23.7% | +2.0% | -28.7% |
| 1Y | -47.3% | -18.3% | -29.0% | -52.3% |
| All | -47.3% | -18.2% | -29.1% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling