+0.9%
MP vs DOCN
+70.4%
-69.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -15.9% | +9.8% | -1.1% |
| 7D | -19.0% | -29.3% | +10.3% | -10.0% |
| 30D | -30.5% | -46.0% | +15.6% | -16.6% |
| 3M | -29.6% | -43.2% | +13.6% | -18.0% |
| 6M | -50.4% | -53.7% | +3.3% | -39.2% |
| YTD | -33.2% | +46.9% | -80.1% | -46.1% |
| 1Y | -38.6% | +54.3% | -92.9% | -51.1% |
| 3Y | +105.5% | +185.5% | -80.1% | +22.2% |
| 5Y | -7.8% | -31.1% | +23.3% | -25.4% |
| All | +0.9% | +70.4% | -69.5% | -30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling