+130.2%
MP vs DOC
+43.5%
+86.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.1% | -8.2% | -6.4% |
| 7D | -12.5% | +8.7% | -21.3% | -15.9% |
| 30D | -23.3% | +7.6% | -31.0% | -26.1% |
| 3M | -24.4% | -5.3% | -19.1% | -22.7% |
| 6M | -45.8% | +27.6% | -73.4% | -53.6% |
| YTD | -28.9% | +32.4% | -61.3% | -41.2% |
| 1Y | -34.6% | +22.9% | -57.4% | -43.2% |
| All | +130.2% | +43.5% | +86.7% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling