-4.2%
MDT vs DOCS
-19.3%
+15.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.4% | -0.1% |
| 7D | -3.2% | -4.2% | +1.0% | -3.0% |
| 30D | +10.5% | +8.6% | +1.9% | +10.0% |
| 3M | +13.0% | +27.2% | -14.3% | +11.4% |
| 6M | +38.7% | +26.5% | +12.2% | +36.1% |
| YTD | +8.5% | -25.0% | +33.5% | +9.3% |
| 1Y | +10.0% | -37.0% | +47.0% | +11.9% |
| 3Y | +58.6% | +39.4% | +19.2% | +50.2% |
| 5Y | -0.3% | -56.7% | +56.4% | -4.5% |
| All | -4.2% | -19.3% | +15.1% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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