+170.1%
MAR vs DOC
-22.8%
+192.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.1% |
| 7D | +7.7% | +8.7% | -1.0% | +5.0% |
| 30D | +19.4% | +7.6% | +11.7% | +16.6% |
| 3M | +23.3% | -5.3% | +28.6% | +25.2% |
| 6M | +22.8% | +27.6% | -4.8% | +12.8% |
| YTD | +37.8% | +32.4% | +5.4% | +24.6% |
| 1Y | +57.4% | +22.9% | +34.5% | +46.0% |
| 3Y | +128.4% | +43.1% | +85.3% | +96.7% |
| 5Y | +170.1% | -21.4% | +191.5% | +203.7% |
| All | +170.1% | -22.8% | +192.9% | +203.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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