+177.3%
MCD vs DOC
-2.1%
+179.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.0% |
| 7D | -2.8% | -1.5% | -1.3% | -2.4% |
| 30D | -6.0% | -4.8% | -1.3% | -4.8% |
| 3M | -5.6% | +6.9% | -12.5% | -7.5% |
| 6M | -21.9% | +20.7% | -42.6% | -26.6% |
| YTD | -14.7% | +34.1% | -48.8% | -22.6% |
| 1Y | -17.3% | +22.6% | -39.9% | -23.0% |
| 3Y | -2.2% | +20.8% | -23.0% | -10.2% |
| 5Y | +20.3% | -24.9% | +45.2% | +28.2% |
| All | +177.3% | -2.1% | +179.4% | +153.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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