+19.9%
MDT vs DOCN
+110.0%
-90.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -7.2% | +13.3% | +5.7% |
| 7D | +10.7% | -20.0% | +30.8% | +9.3% |
| 30D | +19.3% | -38.8% | +58.1% | +16.3% |
| 3M | +22.8% | -34.8% | +57.6% | +20.5% |
| 6M | +36.4% | -22.8% | +59.2% | +34.4% |
| YTD | +12.1% | +74.6% | -62.5% | +10.7% |
| 1Y | +19.9% | +116.4% | -96.5% | +19.2% |
| All | +19.9% | +110.0% | -90.1% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling