+62.7%
MDT vs DOC
+14.9%
+47.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +8.0% | +6.2% | +1.7% | +5.7% |
| 30D | +20.4% | +6.5% | +13.9% | +17.8% |
| 3M | +22.9% | -6.2% | +29.2% | +25.6% |
| 6M | +37.1% | +25.6% | +11.5% | +25.2% |
| YTD | +11.9% | +32.1% | -20.1% | -0.1% |
| 1Y | +19.8% | +20.3% | -0.5% | +10.7% |
| 3Y | +59.4% | +42.7% | +16.7% | +35.2% |
| 5Y | 0.0% | -22.2% | +22.2% | +6.3% |
| All | +62.7% | +14.9% | +47.8% | +48.6% |
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