-4.1%
MDT vs DOCN
+171.0%
-175.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +1.0% |
| 7D | +3.2% | +1.1% | +2.1% | +3.2% |
| 30D | +9.5% | -9.6% | +19.1% | +9.8% |
| 3M | +16.0% | -37.7% | +53.7% | +17.9% |
| 6M | +0.2% | +115.2% | -115.0% | -5.9% |
| YTD | -0.3% | +133.7% | -134.0% | -7.1% |
| 1Y | +4.7% | +250.2% | -245.4% | -5.5% |
| 3Y | +26.5% | +320.3% | -293.8% | +9.9% |
| 5Y | -18.2% | +53.1% | -71.3% | -27.0% |
| All | -4.1% | +171.0% | -175.1% | -13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling