+116.3%
MP vs DOCS
+50.6%
+65.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.3% | -1.7% | -5.6% |
| 7D | -19.0% | -1.3% | -17.6% | -18.9% |
| 30D | -30.5% | +19.4% | -49.9% | -31.7% |
| 3M | -29.6% | +53.4% | -83.0% | -33.2% |
| 6M | -50.4% | +28.8% | -79.2% | -52.4% |
| YTD | -33.2% | -25.1% | -8.1% | -32.6% |
| 1Y | -38.6% | -48.1% | +9.6% | -35.7% |
| All | +116.3% | +50.6% | +65.7% | +73.9% |
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