+24.3%
MKC vs DOC
-2.1%
+26.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.9% | -0.4% |
| 7D | -5.9% | -1.5% | -4.4% | -5.5% |
| 30D | -0.9% | -4.8% | +3.9% | +0.5% |
| 3M | +12.7% | +6.9% | +5.8% | +10.6% |
| 6M | -19.3% | +20.7% | -40.0% | -24.1% |
| YTD | -22.2% | +34.1% | -56.3% | -29.2% |
| 1Y | -23.3% | +22.6% | -46.0% | -28.5% |
| 3Y | -30.0% | +20.8% | -50.8% | -35.1% |
| 5Y | -33.8% | -24.9% | -8.9% | -30.1% |
| All | +24.3% | -2.1% | +26.4% | +16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling