+8.9%
MDT vs DOCN
+77.9%
-69.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -4.0% | -0.4% |
| 7D | -3.7% | +27.4% | -31.1% | -2.1% |
| 30D | +8.6% | -29.7% | +38.3% | +6.7% |
| 3M | +12.2% | -32.5% | +44.7% | +10.4% |
| 6M | +33.7% | -42.2% | +75.9% | +31.6% |
| YTD | +7.8% | +87.2% | -79.4% | +6.2% |
| 1Y | +8.9% | +86.2% | -77.3% | +7.2% |
| All | +8.9% | +77.9% | -69.0% | +7.2% |
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