+44.7%
MDT vs DOCU
+80.0%
-35.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.5% | +0.9% |
| 7D | +3.2% | +6.9% | -3.7% | +2.7% |
| 30D | +9.5% | +19.0% | -9.5% | +8.0% |
| 3M | +16.0% | +34.3% | -18.3% | +13.2% |
| 6M | +0.2% | +48.0% | -47.8% | -3.2% |
| YTD | -0.3% | 0.0% | -0.3% | -0.9% |
| 1Y | +4.7% | -10.3% | +15.0% | +4.8% |
| 3Y | +26.5% | +32.4% | -5.9% | +20.5% |
| 5Y | -18.2% | -77.9% | +59.7% | -15.7% |
| All | +44.7% | +80.0% | -35.3% | +17.3% |
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