+97.4%
MCD vs DOCU
+80.0%
+17.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.7% | -5.2% | -1.7% |
| 7D | -2.8% | +6.9% | -9.7% | -3.2% |
| 30D | -6.0% | +19.0% | -25.0% | -6.9% |
| 3M | -5.6% | +34.3% | -39.9% | -7.1% |
| 6M | -21.9% | +48.0% | -69.9% | -23.6% |
| YTD | -14.7% | 0.0% | -14.7% | -15.0% |
| 1Y | -17.3% | -10.3% | -7.0% | -17.3% |
| 3Y | -2.2% | +32.4% | -34.6% | -5.4% |
| 5Y | +20.3% | -77.9% | +98.2% | +25.6% |
| All | +97.4% | +80.0% | +17.4% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 10y: compounded portfolio wealth divided by compounded DOCU 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…
10y analysis · Full analysis span regression · 6 months rolling