+16.5%
MDLZ vs DOCU
-78.0%
+94.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.4% |
| 7D | -1.7% | +6.9% | -8.6% | -1.9% |
| 30D | -2.1% | +19.0% | -21.1% | -2.6% |
| 3M | +1.3% | +34.3% | -33.0% | +0.5% |
| 6M | +6.2% | +48.0% | -41.8% | +5.0% |
| YTD | +15.8% | 0.0% | +15.8% | +15.7% |
| 1Y | +4.1% | -10.3% | +14.4% | +4.4% |
| 3Y | -4.1% | +32.4% | -36.5% | -6.6% |
| All | +16.5% | -78.0% | +94.5% | +12.9% |
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