-38.7%
DOCS vs MKC
-36.2%
-2.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.5% |
| 7D | -0.8% | +2.3% | -3.1% | -1.1% |
| 30D | +17.4% | +8.1% | +9.3% | +16.0% |
| 3M | +57.4% | -6.4% | +63.8% | +58.9% |
| 6M | +26.5% | +1.8% | +24.8% | +26.3% |
| YTD | -26.6% | -26.9% | +0.3% | -23.7% |
| 1Y | -48.1% | -21.7% | -26.3% | -46.8% |
| 3Y | +52.6% | -18.7% | +71.4% | +53.3% |
| 5Y | -52.1% | -32.8% | -19.3% | -52.7% |
| All | -38.7% | -36.2% | -2.5% | -39.0% |
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