+203.9%
DOCN vs MKC
-18.6%
+222.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.8% | +1.5% |
| 7D | -19.2% | +2.3% | -21.5% | -18.4% |
| 30D | -43.1% | +8.1% | -51.2% | -41.4% |
| 3M | -40.7% | -6.4% | -34.3% | -41.0% |
| 6M | -55.0% | +1.8% | -56.8% | -54.1% |
| YTD | +50.6% | -26.9% | +77.5% | +52.5% |
| 1Y | +54.0% | -21.7% | +75.7% | +54.5% |
| 3Y | +203.9% | -18.7% | +222.6% | +195.3% |
| All | +203.9% | -18.6% | +222.5% | +195.3% |
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