-4.8%
MDT vs DOCS
-19.4%
+14.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -3.7% | +0.1% | -3.7% | -3.7% |
| 30D | +8.6% | +8.7% | -0.1% | +8.1% |
| 3M | +12.2% | +32.9% | -20.7% | +10.4% |
| 6M | +33.7% | +25.5% | +8.2% | +31.3% |
| YTD | +7.8% | -25.0% | +32.8% | +8.6% |
| 1Y | +8.9% | -34.9% | +43.8% | +10.5% |
| 3Y | +57.6% | +39.3% | +18.3% | +49.3% |
| 5Y | -0.7% | -54.8% | +54.1% | -4.8% |
| All | -4.8% | -19.4% | +14.6% | -6.7% |
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