-35.6%
DOCN vs MRSH
+36.6%
-72.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +3.4% |
| 7D | -19.2% | +2.1% | -21.2% | -19.9% |
| 30D | -43.1% | +17.9% | -61.0% | -47.5% |
| 3M | -40.7% | +6.6% | -47.3% | -43.0% |
| 6M | -55.0% | +26.4% | -81.4% | -62.3% |
| YTD | +50.6% | +12.8% | +37.8% | +35.2% |
| 1Y | +54.0% | +18.5% | +35.4% | +31.4% |
| 3Y | +203.9% | +10.9% | +193.0% | +155.1% |
| All | -35.6% | +36.6% | -72.2% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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