+66.4%
DOCN vs MET
+99.7%
-33.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.1% | -12.8% | -14.0% |
| 7D | -29.3% | -0.5% | -28.8% | -28.9% |
| 30D | -46.0% | +3.3% | -49.3% | -47.1% |
| 3M | -43.2% | +4.2% | -47.4% | -45.1% |
| 6M | -53.7% | +27.3% | -81.0% | -61.4% |
| YTD | +46.9% | +29.8% | +17.1% | +20.0% |
| 1Y | +54.3% | +30.2% | +24.1% | +25.2% |
| 3Y | +185.5% | +77.6% | +108.0% | +93.0% |
| 5Y | -31.1% | +82.3% | -113.4% | -52.9% |
| All | +66.4% | +99.7% | -33.3% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling