-2.9%
MDT vs DOCN
-32.3%
+29.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.4% | -3.0% |
| 7D | +5.4% | -19.2% | +24.6% | +6.1% |
| 30D | +19.1% | -43.1% | +62.1% | +21.2% |
| 3M | +19.5% | -40.7% | +60.2% | +21.1% |
| 6M | +33.5% | -55.0% | +88.4% | +36.6% |
| YTD | +8.7% | +50.6% | -41.9% | +1.4% |
| 1Y | +16.8% | +54.0% | -37.2% | +8.7% |
| 3Y | +53.0% | +203.9% | -150.9% | +30.5% |
| All | -2.9% | -32.3% | +29.4% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling