-18.2%
MDT vs DOC
-24.5%
+6.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +3.0% | +1.7% |
| 7D | +3.2% | -1.5% | +4.7% | +3.7% |
| 30D | +9.5% | -4.8% | +14.3% | +11.1% |
| 3M | +16.0% | +6.9% | +9.1% | +13.5% |
| 6M | +0.2% | +20.7% | -20.5% | -6.0% |
| YTD | -0.3% | +34.1% | -34.4% | -10.1% |
| 1Y | +4.7% | +22.6% | -17.9% | -2.7% |
| 3Y | +26.5% | +20.8% | +5.7% | +17.3% |
| All | -18.2% | -24.5% | +6.4% | -8.4% |
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