-32.9%
DOCS vs MKC
-25.8%
-7.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.3% |
| 7D | +2.6% | -3.0% | +5.5% | +2.7% |
| 30D | +11.4% | +4.8% | +6.6% | +11.5% |
| 3M | +25.4% | -12.8% | +38.2% | +25.7% |
| 6M | +42.5% | +5.0% | +37.5% | +46.7% |
| YTD | -24.7% | -29.1% | +4.4% | -29.6% |
| 1Y | -32.9% | -26.4% | -6.6% | -38.4% |
| All | -32.9% | -25.8% | -7.2% | -38.4% |
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 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