+163.7%
MO vs DOCU
+112.5%
+51.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.9% |
| 7D | +3.3% | +4.1% | -0.7% | +3.3% |
| 30D | +7.5% | +7.4% | +0.2% | +7.4% |
| 3M | +22.8% | +26.0% | -3.2% | +22.4% |
| 6M | +13.4% | +79.2% | -65.8% | +12.6% |
| YTD | +43.0% | +18.1% | +24.9% | +42.7% |
| 1Y | +45.2% | +20.5% | +24.7% | +44.9% |
| 3Y | +145.5% | +96.4% | +49.1% | +141.2% |
| 5Y | +157.1% | -69.5% | +226.5% | +159.1% |
| All | +163.7% | +112.5% | +51.2% | +122.7% |
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