+108.7%
MDLZ vs DOCU
+111.8%
-3.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.5% |
| 7D | +8.9% | -3.7% | +12.6% | +9.1% |
| 30D | +15.2% | +15.0% | +0.2% | +14.5% |
| 3M | +9.5% | +39.9% | -30.4% | +7.8% |
| 6M | +11.7% | +66.2% | -54.5% | +9.0% |
| YTD | +28.4% | +17.7% | +10.7% | +27.1% |
| 1Y | +24.4% | +13.7% | +10.7% | +23.3% |
| 3Y | +7.1% | +95.9% | -88.8% | +1.3% |
| 5Y | +24.2% | -71.7% | +95.9% | +27.0% |
| All | +108.7% | +111.8% | -3.2% | +79.1% |
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