+494.2%
MCK vs DOCN
+91.6%
+402.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +2.2% |
| 7D | +8.3% | -12.1% | +20.4% | +8.1% |
| 30D | +15.3% | -41.0% | +56.3% | +14.5% |
| 3M | +23.2% | -38.7% | +61.9% | +22.5% |
| 6M | +47.4% | -51.5% | +98.9% | +46.5% |
| YTD | +32.4% | +65.3% | -32.9% | +31.5% |
| 1Y | +26.5% | +53.9% | -27.4% | +25.7% |
| 3Y | +133.8% | +215.6% | -81.8% | +131.4% |
| 5Y | +405.8% | -26.2% | +431.9% | +406.1% |
| All | +494.2% | +91.6% | +402.6% | +516.3% |
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