-38.7%
DOCS vs MDY
+42.9%
-81.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.7% | -2.8% |
| 7D | -0.8% | -1.7% | +0.9% | +1.2% |
| 30D | +17.4% | -0.9% | +18.3% | +18.8% |
| 3M | +57.4% | -5.7% | +63.1% | +69.1% |
| 6M | +26.5% | -2.9% | +29.5% | +30.3% |
| YTD | -26.6% | +9.8% | -36.4% | -36.1% |
| 1Y | -48.1% | +13.5% | -61.5% | -56.7% |
| 3Y | +52.6% | +51.9% | +0.7% | -17.2% |
| 5Y | -52.1% | +32.0% | -84.1% | -68.1% |
| All | -38.7% | +42.9% | -81.6% | -61.6% |
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