+121.6%
MTZ vs DOCS
-36.0%
+157.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.8% | +4.9% | +2.4% |
| 7D | -1.6% | -1.4% | -0.2% | -1.5% |
| 30D | -11.1% | +21.8% | -32.9% | -13.4% |
| 3M | -36.7% | +27.3% | -64.0% | -38.8% |
| 6M | -21.9% | -0.3% | -21.6% | -23.0% |
| YTD | +9.1% | -40.5% | +49.6% | +14.2% |
| 1Y | +30.0% | -61.5% | +91.5% | +43.5% |
| 3Y | +138.5% | +8.2% | +130.3% | +130.5% |
| 5Y | +158.3% | -73.4% | +231.8% | +161.4% |
| All | +121.6% | -36.0% | +157.6% | +116.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling