-23.7%
DOCN vs MDB
-39.7%
+16.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.8% | +7.7% | +8.6% |
| 7D | +3.7% | +3.0% | +0.8% | +2.8% |
| 30D | -33.7% | -11.3% | -22.4% | -28.6% |
| 3M | -27.9% | -23.0% | -4.9% | -18.9% |
| 6M | -46.4% | +14.8% | -61.2% | -52.8% |
| YTD | +81.1% | -19.4% | +100.5% | +86.8% |
| 1Y | +74.3% | -9.0% | +83.3% | +65.7% |
| 3Y | +245.8% | -10.3% | +256.1% | +182.6% |
| 5Y | -23.7% | -38.4% | +14.6% | -16.4% |
| All | -23.7% | -39.7% | +16.0% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling