+16.4%
DOCU vs MTB
+20.0%
-3.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.2% |
| 7D | -0.4% | -2.0% | +1.5% | -0.2% |
| 30D | +12.9% | +0.1% | +12.8% | +12.9% |
| 3M | +35.1% | -12.1% | +47.2% | +37.4% |
| 6M | +76.2% | +7.3% | +68.9% | +76.8% |
| YTD | +17.2% | +11.5% | +5.6% | +14.4% |
| 1Y | +16.4% | +21.3% | -4.9% | +4.5% |
| All | +16.4% | +20.0% | -3.6% | +4.5% |
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