+48.5%
MTZ vs DOCS
-19.4%
+67.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.3% | -0.9% | -4.8% |
| 7D | -10.6% | -1.3% | -9.3% | -10.6% |
| 30D | -30.4% | +19.4% | -49.8% | -31.8% |
| 3M | -40.4% | +53.4% | -93.8% | -43.5% |
| 6M | -63.7% | +28.8% | -92.4% | -65.2% |
| YTD | -26.9% | -25.1% | -1.8% | -25.5% |
| 1Y | -20.2% | -48.1% | +28.0% | -14.9% |
| 3Y | +208.1% | +51.4% | +156.8% | +187.2% |
| 5Y | +69.4% | -51.1% | +120.5% | +65.0% |
| All | +48.5% | -19.4% | +67.9% | +41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling