+23.8%
MCD vs DOCS
-36.0%
+59.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.2% | -1.5% |
| 7D | -2.8% | -1.4% | -1.4% | -2.8% |
| 30D | -6.0% | +21.8% | -27.8% | -6.4% |
| 3M | -5.6% | +27.3% | -32.9% | -6.1% |
| 6M | -21.9% | -0.3% | -21.5% | -22.0% |
| YTD | -14.7% | -40.5% | +25.8% | -14.1% |
| 1Y | -17.3% | -61.5% | +44.3% | -16.0% |
| 3Y | -2.2% | +8.2% | -10.3% | -3.8% |
| 5Y | +20.3% | -73.4% | +93.7% | +21.2% |
| All | +23.8% | -36.0% | +59.8% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling