+31.8%
MCK vs DOCN
+254.3%
-222.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -1.3% |
| 7D | +1.7% | +1.1% | +0.6% | +1.8% |
| 30D | +3.6% | -9.6% | +13.3% | +3.2% |
| 3M | +20.1% | -37.7% | +57.8% | +18.6% |
| 6M | -7.0% | +115.2% | -122.2% | -7.6% |
| YTD | +11.0% | +133.7% | -122.7% | +10.6% |
| 1Y | +31.8% | +250.2% | -218.3% | +35.0% |
| All | +31.8% | +254.3% | -222.5% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling