+208.1%
MAR vs DOCN
+108.0%
+100.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.2% |
| 7D | +1.6% | +19.1% | -17.5% | -0.7% |
| 30D | +13.8% | -21.0% | +34.8% | +16.5% |
| 3M | +20.3% | -34.7% | +55.0% | +25.0% |
| 6M | +21.3% | -45.8% | +67.1% | +27.7% |
| YTD | +37.2% | +79.4% | -42.2% | +16.2% |
| 1Y | +48.4% | +91.0% | -42.6% | +24.1% |
| 3Y | +120.1% | +237.5% | -117.3% | +60.7% |
| 5Y | +182.1% | -30.4% | +212.5% | +124.1% |
| All | +208.1% | +108.0% | +100.1% | +132.9% |
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