-26.2%
DOCN vs MDY
+36.2%
-62.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +2.2% |
| 7D | -12.1% | 0.0% | -12.1% | -11.3% |
| 30D | -41.0% | +1.0% | -42.0% | -41.1% |
| 3M | -38.7% | -4.1% | -34.6% | -32.2% |
| 6M | -51.5% | +0.6% | -52.1% | -51.0% |
| YTD | +65.3% | +12.9% | +52.3% | +35.3% |
| 1Y | +53.9% | +14.6% | +39.3% | +22.4% |
| 3Y | +215.6% | +57.1% | +158.5% | +39.9% |
| 5Y | -26.2% | +37.1% | -63.2% | -49.9% |
| All | -26.2% | +36.2% | -62.4% | -49.9% |
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