+116.4%
MCD vs DOCU
+111.8%
+4.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.2% | +6.4% | +6.5% |
| 7D | +11.9% | -3.7% | +15.6% | +12.1% |
| 30D | +20.2% | +15.0% | +5.3% | +19.4% |
| 3M | +5.2% | +39.9% | -34.7% | +3.3% |
| 6M | 0.0% | +66.2% | -66.1% | -2.8% |
| YTD | -6.5% | +17.7% | -24.2% | -7.7% |
| 1Y | -3.9% | +13.7% | -17.6% | -5.0% |
| 3Y | +12.5% | +95.9% | -83.4% | +6.5% |
| 5Y | +24.2% | -71.7% | +95.9% | +27.8% |
| All | +116.4% | +111.8% | +4.5% | +100.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling