-37.3%
DOCS vs MKC
-38.1%
+0.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.4% |
| 7D | -4.2% | -7.0% | +2.8% | -3.1% |
| 30D | +8.6% | +4.1% | +4.6% | +8.0% |
| 3M | +27.2% | -10.3% | +37.5% | +29.3% |
| 6M | +26.5% | +1.7% | +24.8% | +26.4% |
| YTD | -25.0% | -29.1% | +4.1% | -21.6% |
| 1Y | -37.0% | -26.0% | -11.0% | -34.8% |
| 3Y | +39.4% | -21.5% | +60.9% | +40.7% |
| 5Y | -56.7% | -35.0% | -21.6% | -56.7% |
| All | -37.3% | -38.1% | +0.8% | -37.4% |
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