-38.6%
MP vs DOCU
+11.4%
-50.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.0% | -4.1% | -6.2% |
| 7D | -19.0% | -3.2% | -15.8% | -19.2% |
| 30D | -30.5% | +15.7% | -46.2% | -29.8% |
| 3M | -29.6% | +37.3% | -66.9% | -28.5% |
| 6M | -50.4% | +63.1% | -113.6% | -48.7% |
| YTD | -33.2% | +15.4% | -48.6% | -29.1% |
| 1Y | -38.6% | +11.3% | -49.9% | -33.2% |
| All | -38.6% | +11.4% | -50.0% | -33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling