-4.2%
MDT vs DOCS
-21.3%
+17.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | +2.7% | -0.6% | +3.3% | +2.8% |
| 30D | +14.8% | +6.3% | +8.5% | +14.4% |
| 3M | +14.6% | +26.5% | -11.9% | +13.0% |
| 6M | +35.7% | +24.8% | +10.9% | +33.3% |
| YTD | +8.5% | -26.8% | +35.2% | +9.4% |
| 1Y | +13.3% | -38.3% | +51.6% | +15.3% |
| 3Y | +58.6% | +36.0% | +22.5% | +50.4% |
| 5Y | -2.6% | -55.0% | +52.4% | -6.5% |
| All | -4.2% | -21.3% | +17.0% | -6.0% |
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