-55.0%
DOCN vs MRSH
+23.2%
-78.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | -1.0% |
| 7D | -19.2% | +2.1% | -21.2% | -16.1% |
| 30D | -43.1% | +17.9% | -61.0% | -24.5% |
| 3M | -40.7% | +6.6% | -47.3% | -31.0% |
| 6M | -55.0% | +26.4% | -81.4% | -34.7% |
| All | -55.0% | +23.2% | -78.2% | -34.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling