-61.5%
DOCS vs MKC
-23.4%
-38.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.8% |
| 7D | -1.4% | -5.9% | +4.5% | -1.6% |
| 30D | +21.8% | -0.9% | +22.7% | +21.8% |
| 3M | +27.3% | +12.7% | +14.6% | +30.3% |
| 6M | -0.3% | -19.3% | +19.0% | -8.3% |
| YTD | -40.5% | -22.2% | -18.3% | -45.1% |
| 1Y | -61.5% | -23.3% | -38.2% | -64.1% |
| All | -61.5% | -23.4% | -38.1% | -64.1% |
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