+56.4%
MDT vs DOCU
+110.9%
-54.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -3.7% | +1.6% | -5.2% | -3.8% |
| 30D | +8.6% | +10.8% | -2.3% | +7.7% |
| 3M | +12.2% | +38.0% | -25.8% | +9.3% |
| 6M | +33.7% | +77.4% | -43.7% | +27.6% |
| YTD | +7.8% | +17.2% | -9.4% | +5.8% |
| 1Y | +8.9% | +15.6% | -6.7% | +6.9% |
| 3Y | +57.6% | +95.6% | -37.9% | +45.5% |
| 5Y | -0.7% | -69.7% | +69.0% | +0.1% |
| All | +56.4% | +110.9% | -54.5% | +25.2% |
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