+57.4%
MDT vs DOCU
+110.9%
-53.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.2% |
| 7D | -3.2% | -0.4% | -2.8% | -3.2% |
| 30D | +10.5% | +12.9% | -2.4% | +9.5% |
| 3M | +13.0% | +35.1% | -22.1% | +10.3% |
| 6M | +38.7% | +76.2% | -37.5% | +32.4% |
| YTD | +8.5% | +17.2% | -8.7% | +6.5% |
| 1Y | +10.0% | +16.4% | -6.4% | +8.0% |
| 3Y | +58.6% | +95.6% | -37.0% | +46.3% |
| 5Y | -0.3% | -68.5% | +68.2% | +0.2% |
| All | +57.4% | +110.9% | -53.5% | +26.0% |
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