+11.3%
DOCU vs MULL
+248.8%
-237.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +9.1% | -10.8% | -1.2% |
| 7D | -5.5% | -42.7% | +37.2% | -7.6% |
| 30D | +12.6% | -63.8% | +76.4% | +7.9% |
| 3M | +36.4% | -49.0% | +85.4% | +33.5% |
| 6M | +66.8% | -38.2% | +105.0% | +67.4% |
| YTD | +13.5% | +167.0% | -153.6% | +17.7% |
| 1Y | +11.3% | +247.7% | -236.4% | +13.3% |
| All | +11.3% | +248.8% | -237.5% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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