+66.4%
DOCN vs MDY
+49.9%
+16.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.9% | -11.9% | -8.6% |
| 7D | -29.3% | -3.4% | -25.9% | -23.8% |
| 30D | -46.0% | -3.2% | -42.9% | -41.8% |
| 3M | -43.2% | -6.7% | -36.5% | -34.4% |
| 6M | -53.7% | -1.8% | -51.9% | -51.0% |
| YTD | +46.9% | +9.2% | +37.8% | +29.8% |
| 1Y | +54.3% | +11.7% | +42.6% | +30.7% |
| 3Y | +185.5% | +49.5% | +136.1% | +49.8% |
| 5Y | -31.1% | +31.2% | -62.3% | -53.7% |
| All | +66.4% | +49.9% | +16.4% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling