+409.9%
MCK vs DOC
-21.4%
+431.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | +4.0% | -0.9% | +4.8% | +4.0% |
| 30D | +12.9% | +7.7% | +5.2% | +12.5% |
| 3M | +28.9% | -2.0% | +30.9% | +28.9% |
| 6M | +49.9% | +5.9% | +44.1% | +49.7% |
| YTD | +34.8% | +31.8% | +3.0% | +33.2% |
| 1Y | +30.8% | +22.5% | +8.3% | +30.0% |
| 3Y | +137.4% | +54.7% | +82.7% | +129.2% |
| All | +409.9% | -21.4% | +431.3% | +477.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling