-35.6%
DOCN vs MDY
+31.3%
-66.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +1.3% |
| 7D | -19.2% | -1.7% | -17.5% | -15.8% |
| 30D | -43.1% | -0.9% | -42.1% | -41.0% |
| 3M | -40.7% | -5.7% | -35.0% | -32.3% |
| 6M | -55.0% | -2.9% | -52.1% | -51.1% |
| YTD | +50.6% | +9.8% | +40.8% | +30.0% |
| 1Y | +54.0% | +13.5% | +40.5% | +24.8% |
| 3Y | +203.9% | +51.9% | +152.0% | +43.5% |
| All | -35.6% | +31.3% | -66.9% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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