+60.1%
DOCN vs MLM
+41.9%
+18.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +1.9% |
| 7D | +1.1% | -2.9% | +4.0% | +3.3% |
| 30D | -9.6% | -6.8% | -2.8% | -5.0% |
| 3M | -37.7% | -11.2% | -26.5% | -34.2% |
| 6M | +115.2% | -21.8% | +137.0% | +151.1% |
| YTD | +133.7% | -17.0% | +150.7% | +155.5% |
| 1Y | +250.2% | -16.4% | +266.5% | +275.9% |
| 3Y | +320.3% | +14.5% | +305.8% | +217.8% |
| All | +60.1% | +41.9% | +18.1% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling