+105.1%
DOCN vs MTB
+75.6%
+29.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.2% | +9.8% | +9.7% |
| 7D | +3.7% | -2.0% | +5.7% | +5.1% |
| 30D | -33.7% | +0.1% | -33.8% | -33.6% |
| 3M | -27.9% | -12.1% | -15.8% | -22.8% |
| 6M | -46.4% | +7.3% | -53.7% | -49.0% |
| YTD | +81.1% | +11.5% | +69.6% | +67.8% |
| 1Y | +74.3% | +21.3% | +53.0% | +53.9% |
| 3Y | +245.8% | +104.1% | +141.7% | +143.3% |
| 5Y | -23.7% | +61.8% | -85.6% | -39.0% |
| All | +105.1% | +75.6% | +29.5% | +59.8% |
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