+87.2%
MTZ vs DOCS
-53.1%
+140.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +6.3% | -21.7% | -16.1% |
| 7D | -7.4% | +1.2% | -8.6% | -7.6% |
| 30D | -23.6% | +21.3% | -44.9% | -25.4% |
| 3M | -38.3% | +58.4% | -96.7% | -42.1% |
| 6M | -60.6% | +39.3% | -99.9% | -62.8% |
| YTD | -22.9% | -21.7% | -1.2% | -21.4% |
| 1Y | -14.3% | -47.3% | +33.1% | -7.6% |
| 3Y | +225.0% | +58.2% | +166.8% | +196.5% |
| 5Y | +87.2% | -52.3% | +139.5% | +77.7% |
| All | +87.2% | -53.1% | +140.3% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling