+57.8%
MMM vs DOCU
+111.8%
-54.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.2% | +9.4% | +9.5% |
| 7D | +12.2% | -3.7% | +15.9% | +12.6% |
| 30D | +18.8% | +15.0% | +3.9% | +17.2% |
| 3M | +7.4% | +39.9% | -32.5% | +3.6% |
| 6M | +38.3% | +66.2% | -27.8% | +30.7% |
| YTD | +22.9% | +17.7% | +5.2% | +19.8% |
| 1Y | +23.0% | +13.7% | +9.3% | +20.3% |
| 3Y | +168.4% | +95.9% | +72.5% | +145.7% |
| 5Y | +53.0% | -71.7% | +124.7% | +52.9% |
| All | +57.8% | +111.8% | -54.0% | +19.5% |
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