-76.5%
DOCU vs MLM
+41.9%
-118.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +2.9% |
| 7D | +6.9% | -2.9% | +9.8% | +9.0% |
| 30D | +19.0% | -6.8% | +25.8% | +24.7% |
| 3M | +34.3% | -11.2% | +45.5% | +44.3% |
| 6M | +48.0% | -21.8% | +69.8% | +72.0% |
| YTD | 0.0% | -17.0% | +17.0% | +9.5% |
| 1Y | -10.3% | -16.4% | +6.1% | -3.0% |
| 3Y | +32.4% | +14.5% | +17.9% | +0.8% |
| All | -76.5% | +41.9% | -118.5% | -85.2% |
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 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