+29.4%
MMM vs DOCS
-73.4%
+102.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.3% |
| 7D | -3.3% | -1.4% | -1.9% | -3.2% |
| 30D | -7.0% | +21.8% | -28.8% | -8.7% |
| 3M | +10.8% | +27.3% | -16.5% | +8.4% |
| 6M | +5.8% | -0.3% | +6.1% | +4.9% |
| YTD | +6.8% | -40.5% | +47.3% | +10.0% |
| 1Y | +10.4% | -61.5% | +71.9% | +17.7% |
| 3Y | +104.7% | +8.2% | +96.5% | +96.1% |
| All | +29.4% | -73.4% | +102.8% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling