+3,672.2%
VMC vs DOC
+2,934.4%
+737.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.1% | +1.5% | +3.4% |
| 7D | +12.3% | +8.7% | +3.6% | +8.9% |
| 30D | +21.2% | +7.6% | +13.6% | +17.9% |
| 3M | +4.6% | -5.3% | +9.9% | +6.6% |
| 6M | +3.9% | +27.6% | -23.7% | -6.1% |
| YTD | +5.0% | +32.4% | -27.4% | -7.1% |
| 1Y | +2.6% | +22.9% | -20.2% | -6.7% |
| 3Y | +46.5% | +43.1% | +3.4% | +23.2% |
| 5Y | +59.7% | -21.4% | +81.1% | +67.3% |
| 10Y | +177.9% | +16.8% | +161.1% | +136.1% |
| All | +3,672.2% | +2,934.4% | +737.8% | +1,477.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling