-70.5%
DOCU vs MTB
+65.0%
-135.5%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.0% |
| 7D | -3.2% | -1.9% | -1.3% | -2.4% |
| 30D | +15.7% | +0.5% | +15.2% | +15.4% |
| 3M | +37.3% | -12.2% | +49.5% | +45.2% |
| 6M | +63.1% | +3.4% | +59.8% | +59.9% |
| YTD | +15.4% | +11.3% | +4.1% | +8.4% |
| 1Y | +11.3% | +23.3% | -12.0% | -0.6% |
| 3Y | +92.1% | +96.8% | -4.7% | +33.0% |
| 5Y | -70.5% | +65.8% | -136.3% | -78.8% |
| All | -70.5% | +65.0% | -135.5% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling