+97.7%
DOCN vs MLM
+79.5%
+18.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.4% | -9.5% | -8.7% |
| 7D | -20.0% | +9.1% | -29.2% | -25.1% |
| 30D | -38.8% | +14.6% | -53.4% | -44.9% |
| 3M | -34.8% | +0.3% | -35.1% | -35.9% |
| 6M | -22.8% | -7.5% | -15.3% | -21.9% |
| YTD | +74.6% | -10.2% | +84.8% | +77.7% |
| 1Y | +116.4% | -10.5% | +126.9% | +120.1% |
| 3Y | +239.3% | +27.8% | +211.5% | +145.1% |
| 5Y | -20.2% | +38.9% | -59.1% | -49.1% |
| All | +97.7% | +79.5% | +18.2% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling