+105.8%
MCHP vs DOCU
+80.0%
+25.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.2% | +0.5% |
| 7D | +1.7% | +6.9% | -5.2% | -0.1% |
| 30D | -4.1% | +19.0% | -23.1% | -8.6% |
| 3M | -22.5% | +34.3% | -56.8% | -29.3% |
| 6M | +7.3% | +48.0% | -40.7% | -6.0% |
| YTD | +18.4% | 0.0% | +18.4% | +15.0% |
| 1Y | +18.1% | -10.3% | +28.4% | +17.8% |
| 3Y | -2.8% | +32.4% | -35.2% | -16.1% |
| 5Y | +5.5% | -77.9% | +83.4% | +29.2% |
| All | +105.8% | +80.0% | +25.8% | +24.6% |
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