-38.8%
DOCS vs MGY
+68.2%
-107.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.8% |
| 7D | -0.6% | -6.1% | +5.6% | +0.5% |
| 30D | +6.3% | -3.9% | +10.2% | +6.8% |
| 3M | +26.5% | -11.0% | +37.5% | +28.6% |
| 6M | +24.8% | -15.6% | +40.4% | +27.6% |
| YTD | -26.8% | +7.8% | -34.6% | -30.4% |
| 1Y | -38.3% | +5.8% | -44.1% | -41.0% |
| 3Y | +36.0% | +16.5% | +19.5% | +23.9% |
| 5Y | -55.0% | +28.5% | -83.4% | -61.8% |
| All | -38.8% | +68.2% | -107.0% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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