+198.1%
DOCN vs MGY
+177.1%
+21.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.3% | +10.3% | +11.9% |
| 7D | +16.3% | -0.9% | +17.2% | +16.7% |
| 30D | +2.0% | +10.1% | -8.1% | -1.0% |
| 3M | -25.2% | -1.5% | -23.7% | -25.3% |
| 6M | +132.7% | -4.9% | +137.6% | +133.3% |
| YTD | +163.3% | +27.7% | +135.6% | +137.5% |
| 1Y | +280.3% | +20.1% | +260.3% | +249.0% |
| 3Y | +371.8% | +24.9% | +347.0% | +322.5% |
| 5Y | +87.1% | +91.6% | -4.5% | +49.5% |
| All | +198.1% | +177.1% | +21.0% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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