+93.4%
MA vs DOCN
+102.5%
-9.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -7.2% | +11.1% | +4.5% |
| 7D | +10.2% | -20.0% | +30.3% | +12.0% |
| 30D | +19.3% | -38.8% | +58.1% | +23.5% |
| 3M | +18.0% | -34.8% | +52.8% | +20.9% |
| 6M | +33.7% | -22.8% | +56.5% | +32.2% |
| YTD | +18.6% | +74.6% | -56.0% | +5.6% |
| 1Y | +22.5% | +116.4% | -94.0% | +5.9% |
| 3Y | +77.4% | +239.3% | -161.9% | +39.4% |
| 5Y | +106.6% | -20.2% | +126.8% | +76.1% |
| All | +93.4% | +102.5% | -9.1% | +65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling