+1,183.8%
MPC vs DOC
+19.9%
+1,164.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.1% | -11.2% | -9.6% |
| 7D | -10.9% | +8.7% | -19.6% | -14.6% |
| 30D | -9.4% | +7.6% | -17.0% | -12.9% |
| 3M | +26.0% | -5.3% | +31.2% | +28.0% |
| 6M | +56.5% | +27.6% | +28.9% | +34.3% |
| YTD | +144.3% | +32.4% | +111.9% | +103.5% |
| 1Y | +117.2% | +22.9% | +94.4% | +88.3% |
| 3Y | +176.3% | +43.1% | +133.2% | +111.9% |
| 5Y | +590.5% | -21.4% | +611.9% | +639.1% |
| 10Y | +1,183.8% | +16.8% | +1,167.0% | +1,043.1% |
| All | +1,183.8% | +19.9% | +1,164.0% | +1,043.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling