-45.2%
MDB vs DOCU
-71.9%
+26.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.0% | -5.3% | -6.1% |
| 7D | -20.9% | -3.2% | -17.7% | -19.3% |
| 30D | -15.6% | +15.7% | -31.2% | -22.9% |
| 3M | -19.1% | +37.3% | -56.3% | -33.6% |
| 6M | +14.2% | +63.1% | -48.9% | -15.8% |
| YTD | -27.4% | +15.4% | -42.8% | -34.9% |
| 1Y | -13.0% | +11.3% | -24.4% | -21.0% |
| 3Y | -11.2% | +92.1% | -103.3% | -48.7% |
| 5Y | -45.2% | -70.5% | +25.3% | -36.0% |
| All | -45.2% | -71.9% | +26.7% | -36.0% |
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