-50.3%
DOCS vs MDY
+49.9%
-100.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.9% |
| 7D | -1.4% | +0.1% | -1.6% | -1.6% |
| 30D | +21.8% | -1.5% | +23.3% | +24.3% |
| 3M | +27.3% | +0.8% | +26.5% | +25.9% |
| 6M | -0.3% | +7.4% | -7.8% | -9.5% |
| YTD | -40.5% | +15.2% | -55.7% | -51.0% |
| 1Y | -61.5% | +16.5% | -78.1% | -68.8% |
| 3Y | +8.2% | +46.8% | -38.6% | -37.5% |
| 5Y | -73.4% | +46.0% | -119.5% | -83.9% |
| All | -50.3% | +49.9% | -100.2% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling