-27.5%
DOCN vs MKC
-35.5%
+8.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.2% | -5.3% | -4.0% |
| 7D | +19.1% | -3.0% | +22.1% | +18.7% |
| 30D | -21.0% | +4.8% | -25.8% | -20.6% |
| 3M | -34.7% | -12.8% | -21.9% | -35.0% |
| 6M | -45.8% | +5.0% | -50.8% | -45.8% |
| YTD | +79.4% | -29.1% | +108.4% | +84.1% |
| 1Y | +91.0% | -26.4% | +117.4% | +94.6% |
| 3Y | +237.5% | -21.6% | +259.1% | +234.3% |
| All | -27.5% | -35.5% | +8.1% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling