+2.6%
VMC vs DOC
+21.8%
-19.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.1% | +1.5% | +4.2% |
| 7D | +12.3% | +8.7% | +3.6% | +11.3% |
| 30D | +21.2% | +7.6% | +13.6% | +20.2% |
| 3M | +4.6% | -5.3% | +9.9% | +4.7% |
| 6M | +3.9% | +27.6% | -23.7% | +3.8% |
| YTD | +5.0% | +32.4% | -27.4% | +4.8% |
| 1Y | +2.6% | +22.9% | -20.2% | +2.8% |
| All | +2.6% | +21.8% | -19.2% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling