+33.9%
MCD vs DOCS
-21.0%
+54.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.5% |
| 7D | +7.1% | -0.8% | +7.9% | +7.1% |
| 30D | +19.8% | +17.4% | +2.4% | +19.4% |
| 3M | +0.8% | +57.4% | -56.6% | -0.1% |
| 6M | -1.3% | +26.5% | -27.9% | -1.9% |
| YTD | -7.8% | -26.6% | +18.8% | -7.5% |
| 1Y | -5.0% | -48.1% | +43.1% | -4.0% |
| 3Y | +10.5% | +52.6% | -42.1% | +7.9% |
| 5Y | +22.0% | -52.1% | +74.1% | +21.3% |
| All | +33.9% | -21.0% | +54.9% | +32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling