-30.5%
MKC vs DOC
-22.1%
-8.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +7.0% | +6.2% | +0.7% | +5.0% |
| 30D | +11.4% | +6.5% | +5.0% | +9.3% |
| 3M | -3.7% | -6.2% | +2.5% | -1.9% |
| 6M | +5.3% | +25.6% | -20.3% | -2.1% |
| YTD | -24.4% | +32.1% | -56.5% | -31.0% |
| 1Y | -19.7% | +20.3% | -40.0% | -24.5% |
| 3Y | -16.3% | +42.7% | -59.0% | -26.1% |
| 5Y | -30.5% | -22.2% | -8.4% | -25.1% |
| All | -30.5% | -22.1% | -8.5% | -25.1% |
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