-24.0%
DOCS vs MDLN
+14.2%
-38.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.1% | +0.8% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | +8.7% | +12.0% | -3.3% | +6.4% |
| 3M | +32.9% | +12.6% | +20.2% | +30.2% |
| 6M | +25.5% | +3.7% | +21.8% | +23.6% |
| YTD | -25.0% | -4.8% | -20.2% | -25.9% |
| All | -24.0% | +14.2% | -38.3% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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