+84.2%
DOCN vs MGY
+129.1%
-44.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -4.2% | +12.3% | +9.3% |
| 7D | -12.8% | -9.5% | -3.3% | -10.3% |
| 30D | -41.9% | -5.9% | -36.0% | -41.0% |
| 3M | -36.9% | -9.0% | -28.0% | -35.8% |
| 6M | -52.2% | -17.4% | -34.9% | -50.3% |
| YTD | +62.7% | +5.6% | +57.2% | +54.1% |
| 1Y | +58.2% | +6.0% | +52.3% | +49.5% |
| 3Y | +219.5% | +15.6% | +203.8% | +191.5% |
| 5Y | -32.9% | +20.2% | -53.1% | -41.1% |
| All | +84.2% | +129.1% | -44.8% | +44.6% |
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