+80.0%
MCHP vs DOCU
+107.7%
-27.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.0% | -12.0% | -13.4% |
| 7D | -20.1% | -3.2% | -16.8% | -19.3% |
| 30D | -20.2% | +15.7% | -35.9% | -23.4% |
| 3M | -16.1% | +37.3% | -53.4% | -23.5% |
| 6M | -33.4% | +63.1% | -96.5% | -43.0% |
| YTD | +3.5% | +15.4% | -11.9% | -3.7% |
| 1Y | +9.5% | +11.3% | -1.9% | +2.7% |
| 3Y | -8.5% | +92.1% | -100.6% | -28.9% |
| 5Y | -15.7% | -70.5% | +54.8% | -5.1% |
| All | +80.0% | +107.7% | -27.7% | +4.3% |
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