-71.7%
DOCU vs MTB
+67.9%
-139.7%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.8% |
| 7D | -4.8% | -0.8% | -4.0% | -4.5% |
| 30D | +9.4% | +2.4% | +7.0% | +8.2% |
| 3M | +29.0% | -10.5% | +39.5% | +35.2% |
| 6M | +62.3% | +6.4% | +55.9% | +57.1% |
| YTD | +13.7% | +12.8% | +0.9% | +6.1% |
| 1Y | +11.5% | +23.3% | -11.7% | -0.3% |
| 3Y | +94.2% | +108.2% | -14.1% | +30.7% |
| 5Y | -71.7% | +68.6% | -140.3% | -80.0% |
| All | -71.7% | +67.9% | -139.7% | -80.0% |
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