+88.6%
MA vs DOCN
+70.4%
+18.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -15.9% | +13.4% | -1.3% |
| 7D | +3.2% | -29.3% | +32.5% | +5.7% |
| 30D | +15.9% | -46.0% | +62.0% | +21.0% |
| 3M | +15.2% | -43.2% | +58.3% | +19.1% |
| 6M | +32.4% | -53.7% | +86.1% | +38.1% |
| YTD | +15.6% | +46.9% | -31.3% | +4.2% |
| 1Y | +19.3% | +54.3% | -35.0% | +6.7% |
| 3Y | +73.0% | +185.5% | -112.6% | +37.6% |
| 5Y | +93.7% | -31.1% | +124.8% | +67.2% |
| All | +88.6% | +70.4% | +18.2% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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