+590.5%
MPC vs DOCN
-8.3%
+598.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -7.2% | -1.0% | -7.6% |
| 7D | -10.9% | -20.0% | +9.1% | -9.7% |
| 30D | -9.4% | -38.8% | +29.4% | -6.8% |
| 3M | +26.0% | -34.8% | +60.8% | +28.6% |
| 6M | +56.5% | -22.8% | +79.3% | +55.8% |
| YTD | +144.3% | +74.6% | +69.7% | +126.4% |
| 1Y | +117.2% | +116.4% | +0.8% | +97.5% |
| 3Y | +176.3% | +239.3% | -63.0% | +139.6% |
| 5Y | +590.5% | -20.2% | +610.7% | +513.4% |
| All | +590.5% | -8.3% | +598.8% | +513.4% |
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 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