+101.7%
DOCU vs MTB
+56.1%
+45.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +10.8% | +0.8% | +10.0% | +10.7% |
| 3M | +38.0% | -12.8% | +50.7% | +41.3% |
| 6M | +77.4% | +6.7% | +70.7% | +75.1% |
| YTD | +17.2% | +11.3% | +5.9% | +14.4% |
| 1Y | +15.6% | +20.2% | -4.6% | +11.3% |
| 3Y | +95.6% | +103.8% | -8.2% | +73.0% |
| 5Y | -69.7% | +60.9% | -130.6% | -72.2% |
| All | +101.7% | +56.1% | +45.7% | +102.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling