+11.2%
MCD vs DOCS
+50.6%
-39.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.7% |
| 7D | +8.0% | -1.3% | +9.4% | +8.0% |
| 30D | +19.6% | +19.4% | +0.2% | +19.5% |
| 3M | +2.2% | +53.4% | -51.2% | +1.9% |
| 6M | -1.1% | +28.8% | -29.9% | -1.4% |
| YTD | -7.2% | -25.1% | +17.8% | -7.2% |
| 1Y | -6.7% | -48.1% | +41.4% | -6.4% |
| All | +11.2% | +50.6% | -39.5% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling