+196.4%
DOCN vs MDB
-12.3%
+208.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -7.2% | -8.6% | -13.0% |
| 7D | -29.3% | -20.9% | -8.4% | -22.2% |
| 30D | -46.0% | -15.6% | -30.5% | -41.8% |
| 3M | -43.2% | -19.1% | -24.1% | -39.1% |
| 6M | -53.7% | +14.2% | -67.9% | -57.6% |
| YTD | +46.9% | -27.4% | +74.3% | +58.1% |
| 1Y | +54.3% | -13.0% | +67.4% | +54.0% |
| All | +196.4% | -12.3% | +208.7% | +146.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling