+259.1%
MP vs DOC
+8.3%
+250.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.1% | -8.2% | -6.7% |
| 7D | -12.5% | +8.7% | -21.3% | -16.5% |
| 30D | -23.3% | +7.6% | -31.0% | -26.6% |
| 3M | -24.4% | -5.3% | -19.1% | -22.5% |
| 6M | -45.8% | +27.6% | -73.4% | -54.1% |
| YTD | -28.9% | +32.4% | -61.3% | -41.6% |
| 1Y | -34.6% | +22.9% | -57.4% | -43.7% |
| 3Y | +118.7% | +43.1% | +75.6% | +68.4% |
| 5Y | -3.1% | -21.4% | +18.3% | +1.7% |
| All | +259.1% | +8.3% | +250.8% | +218.6% |
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