+56.5%
MPC vs DOCS
+38.8%
+17.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.3% | -14.5% | -7.9% |
| 7D | -10.9% | +1.2% | -12.1% | -10.8% |
| 30D | -9.4% | +21.3% | -30.7% | -9.0% |
| 3M | +26.0% | +58.4% | -32.4% | +26.7% |
| 6M | +56.5% | +39.3% | +17.2% | +59.0% |
| All | +56.5% | +38.8% | +17.7% | +59.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling