-13.0%
MDB vs DOC
+21.7%
-34.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.2% | -7.0% | -7.3% |
| 7D | -20.9% | +6.2% | -27.1% | -20.5% |
| 30D | -15.6% | +6.5% | -22.0% | -15.0% |
| 3M | -19.1% | -6.2% | -12.8% | -18.9% |
| 6M | +14.2% | +25.6% | -11.4% | +13.2% |
| YTD | -27.4% | +32.1% | -59.5% | -26.1% |
| 1Y | -13.0% | +20.3% | -33.3% | -15.0% |
| All | -13.0% | +21.7% | -34.8% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling