+42.4%
MMM vs DOCN
+70.4%
-27.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -15.9% | +12.7% | -2.0% |
| 7D | +5.9% | -29.3% | +35.1% | +8.5% |
| 30D | +14.7% | -46.0% | +60.8% | +19.8% |
| 3M | +3.6% | -43.2% | +46.8% | +7.2% |
| 6M | +32.7% | -53.7% | +86.5% | +38.7% |
| YTD | +18.9% | +46.9% | -28.0% | +9.0% |
| 1Y | +16.4% | +54.3% | -38.0% | +5.9% |
| 3Y | +159.8% | +185.5% | -25.7% | +117.4% |
| 5Y | +47.2% | -31.1% | +78.3% | +25.5% |
| All | +42.4% | +70.4% | -27.9% | +26.1% |
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