+60.1%
DOCN vs MKC
-33.7%
+93.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +2.7% |
| 7D | +1.1% | -5.9% | +7.0% | +0.7% |
| 30D | -9.6% | -0.9% | -8.8% | -9.7% |
| 3M | -37.7% | +12.7% | -50.4% | -37.5% |
| 6M | +115.2% | -19.3% | +134.5% | +119.7% |
| YTD | +133.7% | -22.2% | +155.9% | +139.4% |
| 1Y | +250.2% | -23.3% | +273.5% | +259.2% |
| 3Y | +320.3% | -30.0% | +350.3% | +332.4% |
| All | +60.1% | -33.7% | +93.7% | +100.2% |
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 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