+13.7%
DOCU vs MDY
+17.5%
-3.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -3.7% | +1.7% | -5.4% | -4.1% |
| 30D | +15.0% | +1.2% | +13.8% | +14.6% |
| 3M | +39.9% | -3.5% | +43.4% | +41.3% |
| 6M | +66.2% | +3.5% | +62.6% | +64.0% |
| YTD | +17.7% | +13.6% | +4.1% | +9.5% |
| 1Y | +13.7% | +17.1% | -3.4% | +1.1% |
| All | +13.7% | +17.5% | -3.8% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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