+153.3%
MP vs DOCS
+9.5%
+143.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | +1.7% |
| 7D | -2.9% | -1.4% | -1.4% | -2.7% |
| 30D | +13.8% | +21.8% | -8.0% | +10.3% |
| 3M | -16.7% | +27.3% | -44.0% | -19.9% |
| 6M | -11.5% | -0.3% | -11.2% | -12.8% |
| YTD | +7.9% | -40.5% | +48.4% | +12.2% |
| 1Y | -15.0% | -61.5% | +46.5% | -7.3% |
| All | +153.3% | +9.5% | +143.8% | +108.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling