+66.4%
DOCN vs MKC
-34.1%
+100.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.8% | -15.0% | -16.0% |
| 7D | -29.3% | +7.0% | -36.2% | -28.6% |
| 30D | -46.0% | +11.4% | -57.5% | -45.2% |
| 3M | -43.2% | -3.7% | -39.5% | -43.0% |
| 6M | -53.7% | +5.3% | -59.0% | -53.3% |
| YTD | +46.9% | -24.4% | +71.3% | +50.7% |
| 1Y | +54.3% | -19.7% | +74.0% | +57.0% |
| 3Y | +185.5% | -16.3% | +201.8% | +186.4% |
| 5Y | -31.1% | -30.5% | -0.6% | -19.7% |
| All | +66.4% | -34.1% | +100.4% | +89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling