+72.2%
DOCU vs MLM
+179.5%
-107.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.3% |
| 7D | +6.9% | -2.9% | +9.8% | +8.1% |
| 30D | +19.0% | -6.8% | +25.8% | +22.2% |
| 3M | +34.3% | -11.2% | +45.5% | +40.0% |
| 6M | +48.0% | -21.8% | +69.8% | +60.8% |
| YTD | 0.0% | -17.0% | +17.0% | +5.7% |
| 1Y | -10.3% | -16.4% | +6.1% | -5.7% |
| 3Y | +32.4% | +14.5% | +17.9% | +21.2% |
| 5Y | -77.9% | +41.7% | -119.7% | -81.2% |
| All | +72.2% | +179.5% | -107.3% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling