+22.6%
MCD vs DOCN
-34.6%
+57.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -15.9% | +15.1% | -0.6% |
| 7D | +8.0% | -29.3% | +37.3% | +8.5% |
| 30D | +19.6% | -46.0% | +65.6% | +20.5% |
| 3M | +2.2% | -43.2% | +45.4% | +2.8% |
| 6M | -1.1% | -53.7% | +52.6% | -0.3% |
| YTD | -7.2% | +46.9% | -54.2% | -10.4% |
| 1Y | -6.7% | +54.3% | -61.0% | -10.1% |
| 3Y | +11.6% | +185.5% | -174.0% | +3.4% |
| 5Y | +22.6% | -31.1% | +53.7% | +15.7% |
| All | +22.6% | -34.6% | +57.2% | +15.7% |
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