-3.0%
MDLN vs DOC
+30.6%
-33.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.4% |
| 7D | +24.2% | +6.2% | +18.0% | +24.0% |
| 30D | +11.8% | +6.5% | +5.4% | +11.7% |
| 3M | +8.4% | -6.2% | +14.7% | +8.0% |
| 6M | -12.3% | +25.6% | -37.9% | -7.6% |
| YTD | -5.3% | +32.1% | -37.4% | +1.9% |
| All | -3.0% | +30.6% | -33.7% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling