+21.6%
MCD vs DOCN
+54.1%
-32.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -1.6% |
| 7D | -2.8% | +1.1% | -4.0% | -2.9% |
| 30D | -6.0% | -9.6% | +3.6% | -5.9% |
| 3M | -5.6% | -37.7% | +32.1% | -4.7% |
| 6M | -21.9% | +115.2% | -137.1% | -24.5% |
| YTD | -14.7% | +133.7% | -148.4% | -18.0% |
| 1Y | -17.3% | +250.2% | -267.4% | -21.9% |
| 3Y | -2.2% | +320.3% | -322.4% | -9.8% |
| All | +21.6% | +54.1% | -32.5% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling