+25.8%
MKC vs DOC
+15.7%
+10.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.5% |
| 7D | +2.3% | +6.5% | -4.1% | +0.5% |
| 30D | +8.1% | +9.2% | -1.1% | +5.4% |
| 3M | -6.4% | -2.5% | -3.9% | -5.8% |
| 6M | +1.8% | +7.1% | -5.3% | -0.3% |
| YTD | -26.9% | +33.0% | -59.9% | -33.4% |
| 1Y | -21.7% | +23.3% | -45.0% | -27.0% |
| 3Y | -18.7% | +44.9% | -63.7% | -28.6% |
| 5Y | -32.8% | -21.6% | -11.2% | -30.0% |
| All | +25.8% | +15.7% | +10.0% | +12.4% |
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 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