+7.7%
MDT vs DOCN
+70.4%
-62.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -15.9% | +15.7% | +0.4% |
| 7D | +8.0% | -29.3% | +37.2% | +9.1% |
| 30D | +20.4% | -46.0% | +66.4% | +22.6% |
| 3M | +22.9% | -43.2% | +66.1% | +24.7% |
| 6M | +37.1% | -53.7% | +90.8% | +39.7% |
| YTD | +11.9% | +46.9% | -35.0% | +5.4% |
| 1Y | +19.8% | +54.3% | -34.5% | +12.4% |
| 3Y | +59.4% | +185.5% | -126.1% | +39.6% |
| 5Y | 0.0% | -31.1% | +31.1% | -10.1% |
| All | +7.7% | +70.4% | -62.7% | -2.1% |
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