+44.3%
DOC vs MDY
+55.7%
-11.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +2.7% |
| 7D | +8.7% | +1.7% | +7.0% | +7.5% |
| 30D | +7.6% | +1.2% | +6.4% | +6.8% |
| 3M | -5.3% | -3.5% | -1.8% | -3.0% |
| 6M | +27.6% | +3.5% | +24.1% | +24.4% |
| YTD | +32.4% | +13.6% | +18.8% | +20.7% |
| 1Y | +22.9% | +17.1% | +5.8% | +9.5% |
| All | +44.3% | +55.7% | -11.4% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling