+7.4%
MP vs DOCN
+102.5%
-95.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -7.2% | +2.1% | -2.8% |
| 7D | -12.5% | -20.0% | +7.5% | -6.4% |
| 30D | -23.3% | -38.8% | +15.4% | -11.5% |
| 3M | -24.4% | -34.8% | +10.5% | -15.4% |
| 6M | -45.8% | -22.8% | -23.0% | -44.4% |
| YTD | -28.9% | +74.6% | -103.5% | -45.5% |
| 1Y | -34.6% | +116.4% | -151.0% | -53.4% |
| 3Y | +118.7% | +239.3% | -120.6% | +23.6% |
| 5Y | -3.1% | -20.2% | +17.2% | -25.2% |
| All | +7.4% | +102.5% | -95.1% | -29.9% |
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