+63.1%
MP vs DOCN
+171.0%
-107.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.6% |
| 3M | -16.7% | -37.7% | +21.0% | -5.0% |
| 6M | -11.5% | +115.2% | -126.7% | -34.6% |
| YTD | +7.9% | +133.7% | -125.8% | -23.3% |
| 1Y | -15.0% | +250.2% | -265.2% | -47.7% |
| 3Y | +153.5% | +320.3% | -166.8% | +35.2% |
| 5Y | +58.7% | +53.1% | +5.6% | +7.0% |
| All | +63.1% | +171.0% | -107.9% | -1.4% |
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 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