+3,322.4%
MKC vs DOC
+2,934.4%
+388.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.1% | +2.3% | +4.8% |
| 7D | +9.6% | +8.7% | +0.9% | +7.8% |
| 30D | +12.0% | +7.6% | +4.4% | +10.4% |
| 3M | -2.0% | -5.3% | +3.3% | -0.9% |
| 6M | +7.2% | +27.6% | -20.4% | +1.7% |
| YTD | -23.7% | +32.4% | -56.1% | -28.3% |
| 1Y | -18.3% | +22.9% | -41.2% | -22.0% |
| 3Y | -15.6% | +43.1% | -58.7% | -22.3% |
| 5Y | -30.0% | -21.4% | -8.6% | -28.2% |
| 10Y | +32.4% | +16.8% | +15.6% | +22.7% |
| All | +3,322.4% | +2,934.4% | +388.0% | +1,269.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling