-6.7%
MCD vs DOC
+21.7%
-28.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | +8.0% | +6.2% | +1.8% | +7.3% |
| 30D | +19.6% | +6.5% | +13.1% | +18.7% |
| 3M | +2.2% | -6.2% | +8.4% | +2.4% |
| 6M | -1.1% | +25.6% | -26.7% | -2.3% |
| YTD | -7.2% | +32.1% | -39.3% | -9.2% |
| 1Y | -6.7% | +20.3% | -27.0% | -7.3% |
| All | -6.7% | +21.7% | -28.4% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling