+156.0%
MO vs DOCU
+104.4%
+51.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.8% | -3.4% | +2.6% | -0.7% |
| 30D | +6.5% | +9.3% | -2.8% | +6.4% |
| 3M | +18.3% | +30.2% | -11.9% | +17.9% |
| 6M | +15.6% | +62.1% | -46.6% | +14.9% |
| YTD | +38.8% | +13.5% | +25.3% | +38.6% |
| 1Y | +41.6% | +11.5% | +30.1% | +41.4% |
| 3Y | +138.2% | +89.5% | +48.7% | +134.1% |
| 5Y | +150.5% | -69.6% | +220.1% | +152.3% |
| All | +156.0% | +104.4% | +51.6% | +116.2% |
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 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