+97.7%
DOCN vs MDB
+8.7%
+89.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.1% | -5.1% | -6.1% |
| 7D | -20.0% | -16.5% | -3.5% | -12.1% |
| 30D | -38.8% | -8.6% | -30.2% | -35.4% |
| 3M | -34.8% | -13.6% | -21.2% | -31.6% |
| 6M | -22.8% | +24.1% | -46.8% | -35.6% |
| YTD | +74.6% | -21.8% | +96.4% | +81.7% |
| 1Y | +116.4% | -7.7% | +124.2% | +102.5% |
| 3Y | +239.3% | -4.3% | +243.6% | +163.4% |
| 5Y | -20.2% | -38.6% | +18.4% | -22.8% |
| All | +97.7% | +8.7% | +89.0% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling