+3.7%
MDT vs DOCN
+117.0%
-113.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -4.0% | -0.7% |
| 7D | -3.7% | +27.4% | -31.1% | -4.4% |
| 30D | +8.6% | -29.7% | +38.3% | +9.6% |
| 3M | +12.2% | -32.5% | +44.7% | +13.3% |
| 6M | +33.7% | -42.2% | +75.9% | +35.4% |
| YTD | +7.8% | +87.2% | -79.4% | +0.8% |
| 1Y | +8.9% | +86.2% | -77.3% | +1.7% |
| 3Y | +57.6% | +257.4% | -199.8% | +37.2% |
| 5Y | -0.7% | -27.4% | +26.7% | -11.7% |
| All | +3.7% | +117.0% | -113.3% | -6.4% |
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