+51.5%
DOCN vs MKC
-23.7%
+75.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.1% | +9.1% | +7.2% |
| 7D | -12.8% | -1.9% | -10.9% | -13.7% |
| 30D | -41.9% | +8.0% | -49.9% | -37.7% |
| 3M | -36.9% | -8.6% | -28.3% | -39.4% |
| 6M | -52.2% | +1.1% | -53.3% | -49.8% |
| YTD | +62.7% | -27.7% | +90.4% | +45.3% |
| All | +51.5% | -23.7% | +75.3% | +42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling