+37.6%
MMM vs DOCS
-21.0%
+58.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.3% |
| 7D | +6.2% | -0.8% | +7.0% | +6.3% |
| 30D | +14.2% | +17.4% | -3.2% | +13.1% |
| 3M | +2.9% | +57.4% | -54.5% | -0.5% |
| 6M | +27.6% | +26.5% | +1.0% | +24.7% |
| YTD | +17.3% | -26.6% | +43.9% | +18.8% |
| 1Y | +15.1% | -48.1% | +63.1% | +19.4% |
| 3Y | +157.1% | +52.6% | +104.5% | +142.5% |
| 5Y | +45.1% | -52.1% | +97.2% | +40.1% |
| All | +37.6% | -21.0% | +58.6% | +30.9% |
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