+70.5%
DOCN vs MTB
+73.6%
-3.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.0% |
| 7D | -19.2% | -1.3% | -17.8% | -18.5% |
| 30D | -43.1% | +0.5% | -43.6% | -43.1% |
| 3M | -40.7% | -12.4% | -28.3% | -36.5% |
| 6M | -55.0% | +1.5% | -56.5% | -55.8% |
| YTD | +50.6% | +10.3% | +40.3% | +40.3% |
| 1Y | +54.0% | +22.2% | +31.8% | +35.3% |
| 3Y | +203.9% | +96.9% | +107.0% | +117.2% |
| 5Y | -29.4% | +64.3% | -93.7% | -42.9% |
| All | +70.5% | +73.6% | -3.1% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling