+92.1%
DOCU vs MTB
+95.2%
-3.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.7% | -1.3% |
| 7D | -5.5% | -1.3% | -4.2% | -5.1% |
| 30D | +12.6% | +0.5% | +12.1% | +12.4% |
| 3M | +36.4% | -12.4% | +48.8% | +42.8% |
| 6M | +66.8% | +1.5% | +65.3% | +65.4% |
| YTD | +13.5% | +10.3% | +3.2% | +8.1% |
| 1Y | +11.3% | +22.2% | -10.9% | +1.4% |
| 3Y | +92.1% | +96.9% | -4.9% | +44.8% |
| All | +92.1% | +95.2% | -3.2% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling