+1,049.8%
MDB vs DOC
+25.7%
+1,024.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.5% |
| 7D | -17.4% | -1.5% | -16.0% | -17.1% |
| 30D | -2.0% | -4.8% | +2.7% | -0.6% |
| 3M | -3.0% | +6.9% | -9.9% | -5.7% |
| 6M | +48.7% | +20.7% | +27.9% | +37.4% |
| YTD | -12.1% | +34.1% | -46.3% | -22.0% |
| 1Y | +14.5% | +22.6% | -8.1% | +4.5% |
| 3Y | -6.1% | +20.8% | -27.0% | -15.0% |
| 5Y | -27.3% | -24.9% | -2.5% | -23.3% |
| All | +1,049.8% | +25.7% | +1,024.1% | +1,058.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling