+88.1%
MDLZ vs DOCU
+80.0%
+8.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.4% |
| 7D | -1.7% | +6.9% | -8.6% | -2.0% |
| 30D | -2.1% | +19.0% | -21.1% | -2.9% |
| 3M | +1.3% | +34.3% | -33.0% | -0.1% |
| 6M | +6.2% | +48.0% | -41.8% | +4.1% |
| YTD | +15.8% | 0.0% | +15.8% | +15.5% |
| 1Y | +4.1% | -10.3% | +14.4% | +4.3% |
| 3Y | -4.1% | +32.4% | -36.5% | -7.4% |
| 5Y | +13.4% | -77.9% | +91.3% | +17.5% |
| All | +88.1% | +80.0% | +8.1% | +62.7% |
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