+84.2%
DOCN vs MDB
+8.4%
+75.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.6% | +3.4% | +5.6% |
| 7D | -12.8% | -0.9% | -11.9% | -11.8% |
| 30D | -41.9% | -15.2% | -26.7% | -36.1% |
| 3M | -36.9% | -17.9% | -19.0% | -31.6% |
| 6M | -52.2% | +9.3% | -61.6% | -56.8% |
| YTD | +62.7% | -22.0% | +84.7% | +70.5% |
| 1Y | +58.2% | -9.3% | +67.6% | +50.5% |
| 3Y | +219.5% | -10.4% | +229.8% | +159.7% |
| 5Y | -32.9% | -43.2% | +10.4% | -31.9% |
| All | +84.2% | +8.4% | +75.8% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling