-17.3%
MCHP vs DOCU
-69.6%
+52.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | +5.7% | +4.1% | +1.6% | +4.7% |
| 30D | -13.4% | +7.4% | -20.8% | -14.9% |
| 3M | -20.1% | +26.0% | -46.1% | -24.9% |
| 6M | -35.5% | +79.2% | -114.7% | -45.4% |
| YTD | -1.6% | +18.1% | -19.6% | -7.9% |
| 1Y | +15.5% | +20.5% | -5.0% | +7.2% |
| 3Y | -13.2% | +96.4% | -109.6% | -31.3% |
| All | -17.3% | -69.6% | +52.3% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling