+57.7%
MDT vs DOCU
+104.2%
-46.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.8% |
| 7D | +5.4% | -5.5% | +11.0% | +5.9% |
| 30D | +19.1% | +12.6% | +6.4% | +18.0% |
| 3M | +19.5% | +36.4% | -16.9% | +16.5% |
| 6M | +33.5% | +66.8% | -33.3% | +27.9% |
| YTD | +8.7% | +13.5% | -4.8% | +7.0% |
| 1Y | +16.8% | +11.3% | +5.5% | +15.0% |
| 3Y | +53.0% | +92.1% | -39.1% | +41.3% |
| 5Y | -2.9% | -71.0% | +68.1% | -1.9% |
| All | +57.7% | +104.2% | -46.5% | +26.6% |
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