+57.9%
MDT vs DOC
+15.7%
+42.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.1% |
| 7D | +5.4% | +6.5% | -1.0% | +3.2% |
| 30D | +19.1% | +9.2% | +9.9% | +15.4% |
| 3M | +19.5% | -2.5% | +22.0% | +20.3% |
| 6M | +33.5% | +7.1% | +26.4% | +29.9% |
| YTD | +8.7% | +33.0% | -24.3% | -3.3% |
| 1Y | +16.8% | +23.3% | -6.5% | +6.9% |
| 3Y | +53.0% | +44.9% | +8.0% | +29.0% |
| 5Y | -2.9% | -21.6% | +18.7% | +3.0% |
| All | +57.9% | +15.7% | +42.2% | +43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling