+389.4%
MCK vs DOCN
+219.7%
+169.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.7% | -4.4% | +0.4% |
| 7D | -3.6% | +26.5% | -30.1% | -3.2% |
| 30D | +1.4% | +2.3% | -0.8% | +1.6% |
| 3M | +13.8% | -21.2% | +35.0% | +13.9% |
| 6M | -5.2% | +130.6% | -135.8% | -5.1% |
| YTD | +9.0% | +175.7% | -166.7% | +9.1% |
| 1Y | +26.9% | +286.6% | -259.7% | +26.9% |
| 3Y | +114.7% | +394.1% | -279.4% | +114.2% |
| 5Y | +347.1% | +92.1% | +255.1% | +353.0% |
| All | +389.4% | +219.7% | +169.7% | +411.1% |
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