-3.9%
MCD vs DOCS
-47.4%
+43.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.3% | +0.2% | +6.4% |
| 7D | +11.9% | +1.2% | +10.6% | +11.8% |
| 30D | +20.2% | +21.3% | -1.1% | +20.1% |
| 3M | +5.2% | +58.4% | -53.2% | +5.3% |
| 6M | 0.0% | +39.3% | -39.3% | -0.4% |
| YTD | -6.5% | -21.7% | +15.2% | -6.8% |
| 1Y | -3.9% | -47.3% | +43.4% | -1.6% |
| All | -3.9% | -47.4% | +43.5% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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