+87.1%
DOCN vs MET
+105.0%
-17.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.1% |
| 7D | -12.1% | +1.8% | -13.9% | -12.8% |
| 30D | -41.0% | +4.8% | -45.8% | -42.7% |
| 3M | -38.7% | +6.2% | -44.9% | -41.2% |
| 6M | -51.5% | +33.8% | -85.3% | -60.9% |
| YTD | +65.3% | +33.3% | +32.0% | +32.9% |
| 1Y | +53.9% | +36.3% | +17.6% | +21.3% |
| 3Y | +215.6% | +84.6% | +131.0% | +108.5% |
| 5Y | -26.2% | +87.7% | -113.8% | -50.3% |
| All | +87.1% | +105.0% | -17.9% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 10y: compounded portfolio wealth divided by compounded MET 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…
10y analysis · Full analysis span regression · 6 months rolling