+60.1%
DOCN vs MTB
+101.8%
-41.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.9% |
| 7D | +1.1% | +1.7% | -0.6% | +0.1% |
| 30D | -9.6% | -4.2% | -5.4% | -7.3% |
| 3M | -37.7% | +8.9% | -46.6% | -41.3% |
| 6M | +115.2% | +10.9% | +104.3% | +100.1% |
| YTD | +133.7% | +21.5% | +112.2% | +104.1% |
| 1Y | +250.2% | +21.9% | +228.2% | +204.3% |
| 3Y | +320.3% | +109.2% | +211.0% | +172.8% |
| All | +60.1% | +101.8% | -41.8% | +8.6% |
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 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