-52.3%
DOCS vs MLM
+40.7%
-93.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +4.0% | +5.0% |
| 7D | +1.2% | +9.1% | -7.9% | -3.9% |
| 30D | +21.3% | +14.6% | +6.7% | +11.9% |
| 3M | +58.4% | +0.3% | +58.1% | +57.9% |
| 6M | +39.3% | -7.5% | +46.8% | +44.1% |
| YTD | -21.7% | -10.2% | -11.5% | -19.2% |
| 1Y | -47.3% | -10.5% | -36.8% | -45.7% |
| 3Y | +58.2% | +27.8% | +30.3% | +17.7% |
| 5Y | -52.3% | +38.9% | -91.2% | -68.8% |
| All | -52.3% | +40.7% | -93.0% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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