+66.4%
DOCN vs MLM
+70.3%
-3.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -5.2% | -10.7% | -12.3% |
| 7D | -29.3% | -1.2% | -28.1% | -28.5% |
| 30D | -46.0% | +7.9% | -54.0% | -49.1% |
| 3M | -43.2% | -4.5% | -38.7% | -42.0% |
| 6M | -53.7% | -12.6% | -41.1% | -51.1% |
| YTD | +46.9% | -14.9% | +61.8% | +55.8% |
| 1Y | +54.3% | -13.1% | +67.4% | +60.7% |
| 3Y | +185.5% | +21.2% | +164.3% | +114.9% |
| 5Y | -31.1% | +32.0% | -63.1% | -54.2% |
| All | +66.4% | +70.3% | -3.9% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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