+62.4%
MDT vs DOCU
+107.7%
-45.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | 0.0% |
| 7D | +8.0% | -3.2% | +11.2% | +8.2% |
| 30D | +20.4% | +15.7% | +4.7% | +19.0% |
| 3M | +22.9% | +37.3% | -14.4% | +19.8% |
| 6M | +37.1% | +63.1% | -26.0% | +31.6% |
| YTD | +11.9% | +15.4% | -3.4% | +10.0% |
| 1Y | +19.8% | +11.3% | +8.5% | +18.0% |
| 3Y | +59.4% | +92.1% | -32.7% | +47.3% |
| 5Y | 0.0% | -70.5% | +70.5% | +0.9% |
| All | +62.4% | +107.7% | -45.3% | +30.2% |
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 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