+56.2%
MP vs DOCS
-36.0%
+92.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | +1.9% |
| 7D | -2.9% | -1.4% | -1.4% | -2.6% |
| 30D | +13.8% | +21.8% | -8.0% | +8.3% |
| 3M | -16.7% | +27.3% | -44.0% | -21.8% |
| 6M | -11.5% | -0.3% | -11.2% | -13.5% |
| YTD | +7.9% | -40.5% | +48.4% | +16.1% |
| 1Y | -15.0% | -61.5% | +46.5% | -1.1% |
| 3Y | +153.5% | +8.2% | +145.3% | +111.9% |
| 5Y | +58.7% | -73.4% | +132.1% | +54.3% |
| All | +56.2% | -36.0% | +92.2% | +52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling