+72.2%
DOCU vs MTB
+70.3%
+1.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +6.9% | +1.7% | +5.2% | +6.5% |
| 30D | +19.0% | -4.2% | +23.2% | +19.9% |
| 3M | +34.3% | +8.9% | +25.4% | +32.2% |
| 6M | +48.0% | +10.9% | +37.1% | +44.9% |
| YTD | 0.0% | +21.5% | -21.5% | -3.8% |
| 1Y | -10.3% | +21.9% | -32.2% | -13.8% |
| 3Y | +32.4% | +109.2% | -76.9% | +16.1% |
| 5Y | -77.9% | +102.0% | -179.9% | -80.0% |
| All | +72.2% | +70.3% | +1.9% | +69.8% |
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 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