+164.6%
DOCN vs MGY
+170.8%
-6.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.3% |
| 7D | +1.1% | +2.1% | -1.0% | +0.4% |
| 30D | -9.6% | +13.8% | -23.4% | -13.3% |
| 3M | -37.7% | -4.3% | -33.4% | -37.3% |
| 6M | +115.2% | -5.1% | +120.3% | +115.6% |
| YTD | +133.7% | +24.8% | +108.9% | +112.2% |
| 1Y | +250.2% | +11.8% | +238.3% | +228.8% |
| 3Y | +320.3% | +23.5% | +296.8% | +277.4% |
| 5Y | +53.1% | +87.5% | -34.4% | +23.1% |
| All | +164.6% | +170.8% | -6.2% | +99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling