+37.1%
MMM vs DOCU
+80.0%
-42.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.2% |
| 7D | -3.3% | +6.9% | -10.2% | -4.0% |
| 30D | -7.0% | +19.0% | -26.0% | -8.7% |
| 3M | +10.8% | +34.3% | -23.5% | +7.3% |
| 6M | +5.8% | +48.0% | -42.2% | +1.0% |
| YTD | +6.8% | 0.0% | +6.8% | +5.9% |
| 1Y | +10.4% | -10.3% | +20.7% | +10.4% |
| 3Y | +104.7% | +32.4% | +72.3% | +94.5% |
| 5Y | +23.6% | -77.9% | +101.5% | +26.3% |
| All | +37.1% | +80.0% | -42.9% | +5.6% |
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