+45.3%
MMM vs DOCN
-32.3%
+77.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -1.6% |
| 7D | +6.2% | -19.2% | +25.4% | +7.9% |
| 30D | +14.2% | -43.1% | +57.3% | +19.2% |
| 3M | +2.9% | -40.7% | +43.6% | +6.4% |
| 6M | +27.6% | -55.0% | +82.5% | +34.3% |
| YTD | +17.3% | +50.6% | -33.3% | +5.9% |
| 1Y | +15.1% | +54.0% | -38.9% | +3.5% |
| 3Y | +157.1% | +203.9% | -46.8% | +107.8% |
| All | +45.3% | -32.3% | +77.6% | +21.2% |
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