-51.1%
DOCS vs MKC
-30.6%
-20.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.2% |
| 7D | -1.3% | +7.0% | -8.3% | -2.2% |
| 30D | +19.4% | +11.4% | +8.0% | +17.8% |
| 3M | +53.4% | -3.7% | +57.1% | +54.0% |
| 6M | +28.8% | +5.3% | +23.5% | +28.1% |
| YTD | -25.1% | -24.4% | -0.7% | -23.1% |
| 1Y | -48.1% | -19.7% | -28.5% | -47.4% |
| 3Y | +51.4% | -16.3% | +67.6% | +51.6% |
| 5Y | -51.1% | -30.5% | -20.6% | -26.2% |
| All | -51.1% | -30.6% | -20.5% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling