-10.3%
DOCU vs MTB
+23.4%
-33.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +6.9% | +1.7% | +5.2% | +6.6% |
| 30D | +19.0% | -4.2% | +23.2% | +20.0% |
| 3M | +34.3% | +8.9% | +25.4% | +33.3% |
| 6M | +48.0% | +10.9% | +37.1% | +46.9% |
| YTD | 0.0% | +21.5% | -21.5% | -3.8% |
| 1Y | -10.3% | +21.9% | -32.2% | -17.8% |
| All | -10.3% | +23.4% | -33.6% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling