-70.5%
DOCU vs MLM
+30.6%
-101.1%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.2% | +3.2% | +1.6% |
| 7D | -3.2% | -1.2% | -2.0% | -2.6% |
| 30D | +15.7% | +7.9% | +7.7% | +9.2% |
| 3M | +37.3% | -4.5% | +41.7% | +40.6% |
| 6M | +63.1% | -12.6% | +75.8% | +75.5% |
| YTD | +15.4% | -14.9% | +30.2% | +23.5% |
| 1Y | +11.3% | -13.1% | +24.4% | +16.7% |
| 3Y | +92.1% | +21.2% | +70.8% | +36.3% |
| 5Y | -70.5% | +32.0% | -102.5% | -81.3% |
| All | -70.5% | +30.6% | -101.1% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling