+21.6%
MCD vs DOC
-24.5%
+46.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.2% |
| 7D | -2.8% | -1.5% | -1.3% | -2.6% |
| 30D | -6.0% | -4.8% | -1.3% | -5.2% |
| 3M | -5.6% | +6.9% | -12.5% | -6.7% |
| 6M | -21.9% | +20.7% | -42.6% | -24.7% |
| YTD | -14.7% | +34.1% | -48.8% | -19.6% |
| 1Y | -17.3% | +22.6% | -39.9% | -20.7% |
| 3Y | -2.2% | +20.8% | -23.0% | -6.5% |
| All | +21.6% | -24.5% | +46.2% | +32.7% |
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