+959.8%
MOD vs DOC
+19.9%
+939.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +3.1% | -24.6% | -22.8% |
| 7D | -31.3% | +8.7% | -40.1% | -34.3% |
| 30D | -46.1% | +7.6% | -53.8% | -48.4% |
| 3M | -51.1% | -5.3% | -45.9% | -50.5% |
| 6M | -62.1% | +27.6% | -89.7% | -67.2% |
| YTD | -26.2% | +32.4% | -58.6% | -37.9% |
| 1Y | -32.6% | +22.9% | -55.4% | -41.0% |
| 3Y | +133.8% | +43.1% | +90.7% | +85.3% |
| 5Y | +792.8% | -21.4% | +814.1% | +850.6% |
| 10Y | +959.8% | +16.8% | +943.0% | +917.9% |
| All | +959.8% | +19.9% | +939.9% | +917.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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