+70.5%
DOCN vs MKC
-36.3%
+106.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.8% | +2.1% |
| 7D | -19.2% | +2.3% | -21.5% | -18.9% |
| 30D | -43.1% | +8.1% | -51.2% | -42.4% |
| 3M | -40.7% | -6.4% | -34.3% | -40.7% |
| 6M | -55.0% | +1.8% | -56.8% | -54.7% |
| YTD | +50.6% | -26.9% | +77.5% | +53.9% |
| 1Y | +54.0% | -21.7% | +75.7% | +55.8% |
| 3Y | +203.9% | -18.7% | +222.6% | +203.4% |
| 5Y | -29.4% | -32.8% | +3.5% | -18.0% |
| All | +70.5% | -36.3% | +106.8% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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