-1.4%
MDT vs DOCU
-71.8%
+70.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +3.5% | -4.8% | +8.3% | +3.9% |
| 30D | +16.2% | +9.4% | +6.8% | +15.3% |
| 3M | +18.9% | +29.0% | -10.1% | +16.4% |
| 6M | +37.3% | +62.3% | -25.0% | +31.7% |
| YTD | +9.7% | +13.7% | -3.9% | +8.0% |
| 1Y | +15.2% | +11.5% | +3.6% | +13.5% |
| 3Y | +61.8% | +94.2% | -32.4% | +48.0% |
| 5Y | -1.4% | -71.7% | +70.4% | -5.2% |
| All | -1.4% | -71.8% | +70.4% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling