+445.3%
MP vs DOC
+9.7%
+435.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +2.4% |
| 7D | -2.9% | -1.5% | -1.4% | -2.1% |
| 30D | +13.8% | -4.8% | +18.6% | +16.7% |
| 3M | -16.7% | +6.9% | -23.6% | -20.8% |
| 6M | -11.5% | +20.7% | -32.2% | -22.5% |
| YTD | +7.9% | +34.1% | -26.2% | -11.7% |
| 1Y | -15.0% | +22.6% | -37.7% | -27.1% |
| 3Y | +153.5% | +20.8% | +132.7% | +116.4% |
| 5Y | +58.7% | -24.9% | +83.5% | +69.1% |
| All | +445.3% | +9.7% | +435.6% | +382.0% |
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