+120.9%
MPC vs DOC
+23.9%
+97.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.1% |
| 7D | +5.4% | -1.5% | +6.9% | +5.3% |
| 30D | +31.0% | -4.8% | +35.7% | +30.5% |
| 3M | +46.0% | +6.9% | +39.1% | +46.9% |
| 6M | +77.3% | +20.7% | +56.6% | +83.1% |
| YTD | +141.9% | +34.1% | +107.8% | +139.2% |
| 1Y | +120.9% | +22.6% | +98.3% | +129.6% |
| All | +120.9% | +23.9% | +97.0% | +129.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling