+22.9%
MDLZ vs DOCU
-71.9%
+94.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.8% |
| 7D | +6.9% | -3.2% | +10.1% | +7.0% |
| 30D | +12.1% | +15.7% | -3.6% | +11.6% |
| 3M | +7.7% | +37.3% | -29.6% | +6.7% |
| 6M | +10.8% | +63.1% | -52.3% | +9.3% |
| YTD | +27.4% | +15.4% | +12.0% | +26.8% |
| 1Y | +23.5% | +11.3% | +12.2% | +23.1% |
| 3Y | +6.2% | +92.1% | -85.9% | +2.0% |
| 5Y | +22.9% | -70.5% | +93.4% | +16.3% |
| All | +22.9% | -71.9% | +94.7% | +16.3% |
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 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