-22.2%
DOC vs MDY
+31.3%
-53.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +2.5% |
| 7D | +6.2% | -3.4% | +9.7% | +8.8% |
| 30D | +6.5% | -3.2% | +9.6% | +8.8% |
| 3M | -6.2% | -6.7% | +0.4% | -1.7% |
| 6M | +25.6% | -1.8% | +27.4% | +26.9% |
| YTD | +32.1% | +9.2% | +22.9% | +23.2% |
| 1Y | +20.3% | +11.7% | +8.5% | +10.2% |
| 3Y | +42.7% | +49.5% | -6.7% | +3.6% |
| 5Y | -22.2% | +31.2% | -53.4% | -38.8% |
| All | -22.2% | +31.3% | -53.5% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling