-8.4%
MDB vs DOCS
+50.6%
-59.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.3% | -2.9% | -6.3% |
| 7D | -20.9% | -1.3% | -19.5% | -20.6% |
| 30D | -15.6% | +19.4% | -35.0% | -18.7% |
| 3M | -19.1% | +53.4% | -72.5% | -26.5% |
| 6M | +14.2% | +28.8% | -14.5% | +6.3% |
| YTD | -27.4% | -25.1% | -2.4% | -26.5% |
| 1Y | -13.0% | -48.1% | +35.1% | -6.8% |
| All | -8.4% | +50.6% | -59.0% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling