-17.0%
DOCU vs MULL
+2,561.4%
-2,578.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.8% | -8.1% | +3.5% |
| 7D | +6.9% | +17.3% | -10.4% | +6.6% |
| 30D | +19.0% | +23.5% | -4.5% | +18.4% |
| 3M | +34.3% | -24.0% | +58.3% | +33.1% |
| 6M | +48.0% | +276.7% | -228.7% | +28.9% |
| YTD | 0.0% | +565.1% | -565.1% | -19.6% |
| 1Y | -10.3% | +2,802.6% | -2,812.9% | -42.9% |
| All | -17.0% | +2,561.4% | -2,578.4% | -52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling