-31.1%
DOCN vs MTB
+65.0%
-96.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.2% | -13.7% | -14.5% |
| 7D | -29.3% | -1.9% | -27.4% | -28.3% |
| 30D | -46.0% | +0.5% | -46.5% | -46.1% |
| 3M | -43.2% | -12.2% | -31.0% | -38.5% |
| 6M | -53.7% | +3.4% | -57.1% | -55.3% |
| YTD | +46.9% | +11.3% | +35.6% | +34.3% |
| 1Y | +54.3% | +23.3% | +31.0% | +31.7% |
| 3Y | +185.5% | +96.8% | +88.8% | +87.4% |
| 5Y | -31.1% | +65.8% | -96.9% | -49.7% |
| All | -31.1% | +65.0% | -96.1% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling