+42.1%
MCD vs DOCN
+102.5%
-60.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -7.2% | +13.7% | +6.6% |
| 7D | +11.9% | -20.0% | +31.9% | +12.1% |
| 30D | +20.2% | -38.8% | +59.0% | +20.9% |
| 3M | +5.2% | -34.8% | +40.0% | +5.6% |
| 6M | 0.0% | -22.8% | +22.8% | -0.4% |
| YTD | -6.5% | +74.6% | -81.1% | -9.5% |
| 1Y | -3.9% | +116.4% | -120.4% | -7.7% |
| 3Y | +12.5% | +239.3% | -226.9% | +5.1% |
| 5Y | +24.2% | -20.2% | +44.4% | +17.3% |
| All | +42.1% | +102.5% | -60.4% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling