+5.6%
MDT vs DOCN
+88.7%
-83.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.0% | -7.1% | +0.7% |
| 7D | +3.5% | -12.8% | +16.3% | +3.9% |
| 30D | +16.2% | -41.9% | +58.1% | +18.0% |
| 3M | +18.9% | -36.9% | +55.8% | +20.2% |
| 6M | +37.3% | -52.2% | +89.6% | +40.0% |
| YTD | +9.7% | +62.7% | -53.0% | +3.0% |
| 1Y | +15.2% | +58.2% | -43.1% | +8.2% |
| 3Y | +61.8% | +219.5% | -157.7% | +41.2% |
| 5Y | -1.4% | -32.9% | +31.5% | -11.7% |
| All | +5.6% | +88.7% | -83.1% | -4.3% |
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