+126.0%
MCK vs DOC
+20.8%
+105.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.4% | -1.5% |
| 7D | +1.7% | -1.5% | +3.2% | +1.7% |
| 30D | +3.6% | -4.8% | +8.4% | +3.5% |
| 3M | +20.1% | +6.9% | +13.2% | +20.7% |
| 6M | -7.0% | +20.7% | -27.8% | -5.3% |
| YTD | +11.0% | +34.1% | -23.1% | +13.2% |
| 1Y | +31.8% | +22.6% | +9.2% | +34.4% |
| All | +126.0% | +20.8% | +105.2% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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