+342.5%
MCK vs DOCS
-75.4%
+417.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.3% | +5.2% | -2.2% |
| 7D | -1.9% | -7.3% | +5.4% | -2.1% |
| 30D | +2.4% | -10.9% | +13.2% | +2.2% |
| 3M | +16.1% | +20.3% | -4.2% | +16.5% |
| 6M | -3.1% | -3.6% | +0.6% | -3.0% |
| YTD | +8.7% | -44.9% | +53.6% | +8.1% |
| 1Y | +28.1% | -64.9% | +92.9% | +26.6% |
| 3Y | +114.1% | +7.6% | +106.5% | +117.3% |
| 5Y | +342.5% | -74.0% | +416.5% | +346.2% |
| All | +342.5% | -75.4% | +417.9% | +346.2% |
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