0.0%
MDT vs DOC
-22.1%
+22.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +8.0% | +6.2% | +1.7% | +6.0% |
| 30D | +20.4% | +6.5% | +13.9% | +18.1% |
| 3M | +22.9% | -6.2% | +29.2% | +25.2% |
| 6M | +37.1% | +25.6% | +11.5% | +26.8% |
| YTD | +11.9% | +32.1% | -20.1% | +1.3% |
| 1Y | +19.8% | +20.3% | -0.5% | +12.1% |
| 3Y | +59.4% | +42.7% | +16.7% | +37.3% |
| 5Y | 0.0% | -22.2% | +22.2% | +12.3% |
| All | 0.0% | -22.1% | +22.1% | +12.3% |
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