+104.5%
MDLZ vs DOCU
+104.2%
+0.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.1% |
| 7D | +1.7% | -5.5% | +7.2% | +1.9% |
| 30D | +11.2% | +12.6% | -1.5% | +10.6% |
| 3M | +6.1% | +36.4% | -30.3% | +4.6% |
| 6M | +8.6% | +66.8% | -58.2% | +5.9% |
| YTD | +25.8% | +13.5% | +12.4% | +24.7% |
| 1Y | +21.7% | +11.3% | +10.4% | +20.7% |
| 3Y | +5.8% | +92.1% | -86.2% | +0.2% |
| 5Y | +21.4% | -71.0% | +92.4% | +23.8% |
| All | +104.5% | +104.2% | +0.2% | +75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling