-15.9%
MKC vs DOC
+43.2%
-59.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +7.0% | +6.2% | +0.7% | +5.1% |
| 30D | +11.4% | +6.5% | +5.0% | +9.4% |
| 3M | -3.7% | -6.2% | +2.5% | -2.1% |
| 6M | +5.3% | +25.6% | -20.3% | -1.4% |
| YTD | -24.4% | +32.1% | -56.5% | -30.5% |
| 1Y | -19.7% | +20.3% | -40.0% | -23.8% |
| All | -15.9% | +43.2% | -59.1% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling