+52.6%
DOCS vs MTB
+95.2%
-42.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -0.8% | -1.3% | +0.6% | -0.2% |
| 30D | +17.4% | +0.5% | +16.9% | +17.3% |
| 3M | +57.4% | -12.4% | +69.7% | +65.6% |
| 6M | +26.5% | +1.5% | +25.0% | +25.1% |
| YTD | -26.6% | +10.3% | -36.9% | -30.5% |
| 1Y | -48.1% | +22.2% | -70.2% | -53.2% |
| 3Y | +52.6% | +96.9% | -44.3% | +3.7% |
| All | +52.6% | +95.2% | -42.6% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 3y: compounded portfolio wealth divided by compounded MTB 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…
3y analysis · Full analysis span regression · 6 months rolling