+111.9%
DOCN vs MKC
-38.9%
+150.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +3.2% |
| 7D | +27.4% | -7.3% | +34.7% | +26.2% |
| 30D | -29.7% | +4.0% | -33.7% | -29.3% |
| 3M | -32.5% | -11.5% | -21.0% | -32.9% |
| 6M | -42.2% | +1.1% | -43.2% | -42.1% |
| YTD | +87.2% | -29.9% | +117.1% | +90.2% |
| 1Y | +86.2% | -27.0% | +113.2% | +88.2% |
| 3Y | +257.4% | -22.3% | +279.8% | +255.1% |
| 5Y | -27.4% | -36.0% | +8.6% | -16.6% |
| All | +111.9% | -38.9% | +150.8% | +139.0% |
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