-12.0%
MDT vs DOCS
-36.0%
+24.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +1.3% |
| 7D | +3.2% | -1.4% | +4.6% | +3.3% |
| 30D | +9.5% | +21.8% | -12.3% | +8.0% |
| 3M | +16.0% | +27.3% | -11.3% | +14.1% |
| 6M | +0.2% | -0.3% | +0.5% | -0.4% |
| YTD | -0.3% | -40.5% | +40.2% | +1.8% |
| 1Y | +4.7% | -61.5% | +66.3% | +9.4% |
| 3Y | +26.5% | +8.2% | +18.4% | +21.5% |
| 5Y | -18.2% | -73.4% | +55.2% | -20.8% |
| All | -12.0% | -36.0% | +24.0% | -12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling