-13.2%
MDB vs DOCS
-21.3%
+8.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.9% |
| 7D | -1.0% | -0.6% | -0.5% | -0.9% |
| 30D | -14.0% | +6.3% | -20.3% | -15.7% |
| 3M | -20.3% | +26.5% | -46.8% | -26.4% |
| 6M | +10.9% | +24.8% | -13.9% | +0.1% |
| YTD | -20.9% | -26.8% | +5.9% | -15.6% |
| 1Y | -11.2% | -38.3% | +27.1% | -0.3% |
| 3Y | -11.9% | +36.0% | -48.0% | -36.1% |
| 5Y | -40.2% | -55.0% | +14.8% | -43.0% |
| All | -13.2% | -21.3% | +8.0% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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