+2.9%
MP vs DOCS
-15.8%
+18.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.3% | -11.4% | -6.3% |
| 7D | -12.5% | +1.2% | -13.8% | -12.8% |
| 30D | -23.3% | +21.3% | -44.6% | -26.2% |
| 3M | -24.4% | +58.4% | -82.7% | -31.8% |
| 6M | -45.8% | +39.3% | -85.0% | -50.4% |
| YTD | -28.9% | -21.7% | -7.2% | -27.7% |
| 1Y | -34.6% | -47.3% | +12.7% | -28.3% |
| 3Y | +118.7% | +58.2% | +60.5% | +68.3% |
| 5Y | -3.1% | -52.3% | +49.2% | -11.7% |
| All | +2.9% | -15.8% | +18.7% | -5.0% |
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