+164.6%
DOCN vs MKSI
+56.9%
+107.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.3% | -1.5% | +0.2% |
| 7D | +1.1% | +1.8% | -0.6% | -0.1% |
| 30D | -9.6% | -16.8% | +7.1% | +1.1% |
| 3M | -37.7% | -21.1% | -16.6% | -29.1% |
| 6M | +115.2% | +10.8% | +104.4% | +94.7% |
| YTD | +133.7% | +63.3% | +70.4% | +63.0% |
| 1Y | +250.2% | +157.0% | +93.2% | +80.4% |
| 3Y | +320.3% | +163.7% | +156.6% | +83.1% |
| 5Y | +53.1% | +82.0% | -28.9% | -5.8% |
| All | +164.6% | +56.9% | +107.7% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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