-1.2%
MDB vs DOC
+43.5%
-44.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -2.6% |
| 7D | -16.5% | +8.7% | -25.3% | -17.9% |
| 30D | -8.6% | +7.6% | -16.2% | -10.0% |
| 3M | -13.6% | -5.3% | -8.3% | -12.7% |
| 6M | +24.1% | +27.6% | -3.5% | +15.3% |
| YTD | -21.8% | +32.4% | -54.2% | -28.2% |
| 1Y | -7.7% | +22.9% | -30.6% | -13.6% |
| All | -1.2% | +43.5% | -44.7% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling