+87.1%
DOCN vs MKC
-38.5%
+125.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +1.2% |
| 7D | -12.1% | -2.4% | -9.7% | -12.3% |
| 30D | -41.0% | +5.4% | -46.4% | -40.6% |
| 3M | -38.7% | -11.1% | -27.6% | -39.0% |
| 6M | -51.5% | -1.4% | -50.1% | -51.4% |
| YTD | +65.3% | -29.4% | +94.7% | +68.1% |
| 1Y | +53.9% | -24.7% | +78.6% | +55.1% |
| 3Y | +215.6% | -21.8% | +237.4% | +213.8% |
| 5Y | -26.2% | -36.0% | +9.8% | -15.5% |
| All | +87.1% | -38.5% | +125.6% | +111.2% |
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