-51.1%
DOCS vs MTB
+65.0%
-116.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -3.5% |
| 7D | -1.3% | -1.9% | +0.6% | -0.6% |
| 30D | +19.4% | +0.5% | +18.9% | +19.3% |
| 3M | +53.4% | -12.2% | +65.6% | +60.6% |
| 6M | +28.8% | +3.4% | +25.4% | +26.7% |
| YTD | -25.1% | +11.3% | -36.4% | -28.7% |
| 1Y | -48.1% | +23.3% | -71.5% | -52.6% |
| 3Y | +51.4% | +96.8% | -45.4% | +15.9% |
| 5Y | -51.1% | +65.8% | -116.9% | -59.8% |
| All | -51.1% | +65.0% | -116.1% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling