+57.7%
MDT vs DOC
+43.5%
+14.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.1% | +3.0% | +5.3% |
| 7D | +10.7% | +8.7% | +2.0% | +8.5% |
| 30D | +19.3% | +7.6% | +11.7% | +17.2% |
| 3M | +22.8% | -5.3% | +28.0% | +24.1% |
| 6M | +36.4% | +27.6% | +8.8% | +28.1% |
| YTD | +12.1% | +32.4% | -20.3% | +3.8% |
| 1Y | +19.9% | +22.9% | -2.9% | +13.6% |
| All | +57.7% | +43.5% | +14.2% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling