+24.2%
MCD vs DOC
-22.8%
+47.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.1% | +3.4% | +5.9% |
| 7D | +11.9% | +8.7% | +3.1% | +10.2% |
| 30D | +20.2% | +7.6% | +12.6% | +18.6% |
| 3M | +5.2% | -5.3% | +10.4% | +6.1% |
| 6M | 0.0% | +27.6% | -27.6% | -4.7% |
| YTD | -6.5% | +32.4% | -38.9% | -11.8% |
| 1Y | -3.9% | +22.9% | -26.8% | -8.0% |
| 3Y | +12.5% | +43.1% | -30.6% | +3.0% |
| 5Y | +24.2% | -21.4% | +45.6% | +35.3% |
| All | +24.2% | -22.8% | +47.0% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling