-29.9%
MKC vs DOC
-21.9%
-8.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.1% | +2.3% | +4.4% |
| 7D | +9.6% | +8.7% | +0.9% | +6.8% |
| 30D | +12.0% | +7.6% | +4.4% | +9.6% |
| 3M | -2.0% | -5.3% | +3.3% | -0.5% |
| 6M | +7.2% | +27.6% | -20.4% | -0.8% |
| YTD | -23.7% | +32.4% | -56.1% | -30.5% |
| 1Y | -18.3% | +22.9% | -41.2% | -23.7% |
| 3Y | -15.6% | +43.1% | -58.7% | -25.6% |
| All | -29.9% | -21.9% | -8.1% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling