+58.1%
MP vs DOCN
+54.1%
+4.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.5% |
| 7D | -2.9% | +1.1% | -4.0% | -3.3% |
| 30D | +13.8% | -9.6% | +23.5% | +16.8% |
| 3M | -16.7% | -37.7% | +21.0% | -4.5% |
| 6M | -11.5% | +115.2% | -126.7% | -35.7% |
| YTD | +7.9% | +133.7% | -125.8% | -24.8% |
| 1Y | -15.0% | +250.2% | -265.2% | -49.1% |
| 3Y | +153.5% | +320.3% | -166.8% | +29.7% |
| All | +58.1% | +54.1% | +4.1% | +4.6% |
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