+70.5%
DOCN vs MET
+96.7%
-26.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.4% |
| 7D | -19.2% | -1.2% | -18.0% | -18.4% |
| 30D | -43.1% | +3.2% | -46.3% | -44.2% |
| 3M | -40.7% | -1.1% | -39.6% | -40.7% |
| 6M | -55.0% | +25.0% | -80.0% | -62.1% |
| YTD | +50.6% | +27.9% | +22.7% | +24.1% |
| 1Y | +54.0% | +32.9% | +21.1% | +23.0% |
| 3Y | +203.9% | +78.8% | +125.1% | +104.5% |
| 5Y | -29.4% | +79.6% | -108.9% | -51.3% |
| All | +70.5% | +96.7% | -26.1% | +15.6% |
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