-51.1%
DOCS vs MDY
+31.3%
-82.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.9% | -0.4% | +0.4% |
| 7D | -1.3% | -3.4% | +2.1% | +2.9% |
| 30D | +19.4% | -3.2% | +22.6% | +24.2% |
| 3M | +53.4% | -6.7% | +60.1% | +66.9% |
| 6M | +28.8% | -1.8% | +30.5% | +30.6% |
| YTD | -25.1% | +9.2% | -34.2% | -34.4% |
| 1Y | -48.1% | +11.7% | -59.9% | -56.0% |
| 3Y | +51.4% | +49.5% | +1.9% | -17.1% |
| 5Y | -51.1% | +31.2% | -82.3% | -67.7% |
| All | -51.1% | +31.3% | -82.4% | -67.7% |
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