-4.4%
DOC vs MDY
+171.9%
-176.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -4.8% | -1.5% | -3.3% | -3.6% |
| 3M | +6.9% | +0.8% | +6.1% | +5.9% |
| 6M | +20.7% | +7.4% | +13.3% | +13.6% |
| YTD | +34.1% | +15.2% | +19.0% | +18.9% |
| 1Y | +22.6% | +16.5% | +6.1% | +7.5% |
| 3Y | +20.8% | +46.8% | -26.0% | -13.7% |
| 5Y | -24.9% | +46.0% | -70.9% | -47.0% |
| All | -4.4% | +171.9% | -176.3% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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