-71.7%
DOCU vs MDY
+31.3%
-103.0%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.5% |
| 7D | -5.5% | -1.7% | -3.9% | -3.5% |
| 30D | +12.6% | -0.9% | +13.6% | +13.6% |
| 3M | +36.4% | -5.7% | +42.1% | +47.3% |
| 6M | +66.8% | -2.9% | +69.7% | +71.1% |
| YTD | +13.5% | +9.8% | +3.6% | -5.0% |
| 1Y | +11.3% | +13.5% | -2.2% | -11.5% |
| 3Y | +92.1% | +51.9% | +40.1% | -11.9% |
| All | -71.7% | +31.3% | -103.0% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling