+324.3%
DOCN vs MKC
-29.9%
+354.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +2.6% |
| 7D | +1.1% | -5.9% | +7.0% | 0.0% |
| 30D | -9.6% | -0.9% | -8.8% | -9.7% |
| 3M | -37.7% | +12.7% | -50.4% | -36.5% |
| 6M | +115.2% | -19.3% | +134.5% | +119.3% |
| YTD | +133.7% | -22.2% | +155.9% | +139.2% |
| 1Y | +250.2% | -23.3% | +273.5% | +259.3% |
| All | +324.3% | -29.9% | +354.1% | +345.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling