+54.0%
DOCN vs MLM
-14.5%
+68.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.4% | +2.3% |
| 7D | -19.2% | -4.1% | -15.0% | -19.3% |
| 30D | -43.1% | +8.2% | -51.2% | -42.2% |
| 3M | -40.7% | -3.6% | -37.1% | -40.3% |
| 6M | -55.0% | -15.6% | -39.4% | -54.1% |
| YTD | +50.6% | -16.4% | +67.1% | +49.5% |
| 1Y | +54.0% | -14.3% | +68.3% | +47.2% |
| All | +54.0% | -14.5% | +68.4% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling