+99.2%
DOCU vs MLM
+27.5%
+71.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.6% |
| 7D | -3.7% | +9.1% | -12.8% | -6.4% |
| 30D | +15.0% | +14.6% | +0.3% | +9.9% |
| 3M | +39.9% | +0.3% | +39.6% | +39.6% |
| 6M | +66.2% | -7.5% | +73.6% | +69.4% |
| YTD | +17.7% | -10.2% | +27.9% | +20.3% |
| 1Y | +13.7% | -10.5% | +24.2% | +16.1% |
| All | +99.2% | +27.5% | +71.7% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling