+84.2%
DOCN vs MKC
-36.9%
+121.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.1% | +9.1% | +7.9% |
| 7D | -12.8% | -1.9% | -10.9% | -12.9% |
| 30D | -41.9% | +8.0% | -49.9% | -41.3% |
| 3M | -36.9% | -8.6% | -28.3% | -37.1% |
| 6M | -52.2% | +1.1% | -53.3% | -52.0% |
| YTD | +62.7% | -27.7% | +90.4% | +66.0% |
| 1Y | +58.2% | -23.7% | +82.0% | +60.2% |
| 3Y | +219.5% | -19.4% | +238.9% | +218.4% |
| 5Y | -32.9% | -33.3% | +0.5% | -22.1% |
| All | +84.2% | -36.9% | +121.2% | +108.6% |
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