+60.1%
DOCN vs MDB
-28.4%
+88.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.1% | +6.9% | +4.9% |
| 7D | +1.1% | -17.4% | +18.6% | +10.9% |
| 30D | -9.6% | -2.0% | -7.6% | -10.4% |
| 3M | -37.7% | -3.0% | -34.7% | -38.7% |
| 6M | +115.2% | +48.7% | +66.5% | +64.4% |
| YTD | +133.7% | -12.1% | +145.9% | +131.2% |
| 1Y | +250.2% | +14.5% | +235.7% | +195.0% |
| 3Y | +320.3% | -6.1% | +326.4% | +236.4% |
| All | +60.1% | -28.4% | +88.4% | +61.4% |
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