+7,134.6%
MCK vs DOC
+1,094.7%
+6,039.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.4% | -1.1% |
| 7D | +1.7% | -1.5% | +3.2% | +2.1% |
| 30D | +3.6% | -4.8% | +8.4% | +4.7% |
| 3M | +20.1% | +6.9% | +13.2% | +18.3% |
| 6M | -7.0% | +20.7% | -27.8% | -11.5% |
| YTD | +11.0% | +34.1% | -23.1% | +3.0% |
| 1Y | +31.8% | +22.6% | +9.2% | +24.7% |
| 3Y | +123.1% | +20.8% | +102.3% | +107.6% |
| 5Y | +351.7% | -24.9% | +376.5% | +365.2% |
| 10Y | +435.4% | -1.8% | +437.2% | +397.3% |
| All | +7,134.6% | +1,094.7% | +6,039.9% | +3,878.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling