+505.3%
MCK vs DOCN
+108.0%
+397.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.2% | +6.6% | +2.3% |
| 7D | +4.0% | +19.1% | -15.1% | +4.3% |
| 30D | +12.9% | -21.0% | +33.9% | +12.6% |
| 3M | +28.9% | -34.7% | +63.6% | +28.3% |
| 6M | +49.9% | -45.8% | +95.7% | +49.3% |
| YTD | +34.8% | +79.4% | -44.5% | +34.2% |
| 1Y | +30.8% | +91.0% | -60.2% | +30.2% |
| 3Y | +137.4% | +237.5% | -100.0% | +135.5% |
| 5Y | +403.3% | -30.4% | +433.7% | +403.6% |
| All | +505.3% | +108.0% | +397.3% | +528.8% |
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