+8.9%
DOCS vs MKC
-29.9%
+38.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.7% |
| 7D | -1.4% | -5.9% | +4.5% | -0.8% |
| 30D | +21.8% | -0.9% | +22.7% | +22.0% |
| 3M | +27.3% | +12.7% | +14.6% | +26.4% |
| 6M | -0.3% | -19.3% | +19.0% | +1.0% |
| YTD | -40.5% | -22.2% | -18.3% | -39.5% |
| 1Y | -61.5% | -23.3% | -38.2% | -60.8% |
| All | +8.9% | -29.9% | +38.8% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling