-27.5%
DOCN vs MTB
+61.4%
-88.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.8% | -4.5% |
| 7D | +19.1% | +1.5% | +17.5% | +18.0% |
| 30D | -21.0% | +2.3% | -23.4% | -22.0% |
| 3M | -34.7% | -12.1% | -22.6% | -29.4% |
| 6M | -45.8% | +9.8% | -55.6% | -49.6% |
| YTD | +79.4% | +12.0% | +67.4% | +63.3% |
| 1Y | +91.0% | +22.0% | +69.0% | +64.1% |
| 3Y | +237.5% | +107.6% | +129.8% | +115.2% |
| All | -27.5% | +61.4% | -88.8% | -46.9% |
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