-73.2%
DOCS vs MTB
+101.8%
-175.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | -1.4% | +1.7% | -3.1% | -2.0% |
| 30D | +21.8% | -4.2% | +26.0% | +23.5% |
| 3M | +27.3% | +8.9% | +18.4% | +23.3% |
| 6M | -0.3% | +10.9% | -11.2% | -4.4% |
| YTD | -40.5% | +21.5% | -62.0% | -45.0% |
| 1Y | -61.5% | +21.9% | -83.5% | -64.5% |
| 3Y | +8.2% | +109.2% | -101.1% | -18.2% |
| All | -73.2% | +101.8% | -175.0% | -79.3% |
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