+29.4%
MMM vs DOCN
+54.1%
-24.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.1% |
| 7D | -3.3% | +1.1% | -4.4% | -3.4% |
| 30D | -7.0% | -9.6% | +2.6% | -6.4% |
| 3M | +10.8% | -37.7% | +48.5% | +14.9% |
| 6M | +5.8% | +115.2% | -109.4% | -5.4% |
| YTD | +6.8% | +133.7% | -127.0% | -5.9% |
| 1Y | +10.4% | +250.2% | -239.8% | -7.8% |
| 3Y | +104.7% | +320.3% | -215.6% | +63.5% |
| All | +29.4% | +54.1% | -24.7% | +3.4% |
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