+590.5%
MPC vs DOC
-22.8%
+613.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.1% | -11.2% | -8.6% |
| 7D | -10.9% | +8.7% | -19.6% | -12.3% |
| 30D | -9.4% | +7.6% | -17.0% | -10.7% |
| 3M | +26.0% | -5.3% | +31.2% | +27.0% |
| 6M | +56.5% | +27.6% | +28.9% | +47.0% |
| YTD | +144.3% | +32.4% | +111.9% | +125.8% |
| 1Y | +117.2% | +22.9% | +94.4% | +105.2% |
| 3Y | +176.3% | +43.1% | +133.2% | +148.3% |
| 5Y | +590.5% | -21.4% | +611.9% | +653.2% |
| All | +590.5% | -22.8% | +613.3% | +653.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling