-37.4%
DOCS vs MKC
-38.8%
+1.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | +0.1% |
| 7D | +0.1% | -7.3% | +7.4% | +1.3% |
| 30D | +8.7% | +4.0% | +4.7% | +8.1% |
| 3M | +32.9% | -11.5% | +44.3% | +35.2% |
| 6M | +25.5% | +1.1% | +24.5% | +25.5% |
| YTD | -25.0% | -29.9% | +4.9% | -21.6% |
| 1Y | -34.9% | -27.0% | -7.8% | -32.4% |
| 3Y | +39.3% | -22.3% | +61.7% | +40.9% |
| 5Y | -54.8% | -36.0% | -18.8% | -54.6% |
| All | -37.4% | -38.8% | +1.5% | -37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling