-15.2%
MKC vs DOC
+43.5%
-58.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.1% | +2.3% | +4.5% |
| 7D | +9.6% | +8.7% | +0.9% | +6.9% |
| 30D | +12.0% | +7.6% | +4.4% | +9.7% |
| 3M | -2.0% | -5.3% | +3.3% | -0.7% |
| 6M | +7.2% | +27.6% | -20.4% | -0.1% |
| YTD | -23.7% | +32.4% | -56.1% | -29.9% |
| 1Y | -18.3% | +22.9% | -41.2% | -23.1% |
| All | -15.2% | +43.5% | -58.8% | -22.3% |
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