-4.0%
MDT vs DOCS
-21.0%
+17.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.8% |
| 7D | +5.4% | -0.8% | +6.2% | +5.5% |
| 30D | +19.1% | +17.4% | +1.6% | +18.0% |
| 3M | +19.5% | +57.4% | -37.9% | +16.2% |
| 6M | +33.5% | +26.5% | +6.9% | +30.9% |
| YTD | +8.7% | -26.6% | +35.3% | +9.6% |
| 1Y | +16.8% | -48.1% | +64.8% | +20.0% |
| 3Y | +53.0% | +52.6% | +0.3% | +43.9% |
| 5Y | -2.9% | -52.1% | +49.2% | -6.7% |
| All | -4.0% | -21.0% | +17.0% | -5.8% |
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