+22.6%
MCD vs DOCS
-54.0%
+76.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +19.3% |
| 3M | +2.2% | +53.4% | -51.2% | +1.5% |
| 6M | -1.1% | +28.8% | -29.9% | -1.7% |
| YTD | -7.2% | -25.1% | +17.8% | -7.0% |
| 1Y | -6.7% | -48.1% | +41.4% | -5.9% |
| 3Y | +11.6% | +51.4% | -39.8% | +9.2% |
| 5Y | +22.6% | -51.1% | +73.7% | +20.0% |
| All | +22.6% | -54.0% | +76.6% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling