+58.1%
MP vs DOCU
-78.0%
+136.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | +0.3% |
| 7D | -2.9% | +6.9% | -9.7% | -4.7% |
| 30D | +13.8% | +19.0% | -5.2% | +7.8% |
| 3M | -16.7% | +34.3% | -51.0% | -24.8% |
| 6M | -11.5% | +48.0% | -59.5% | -23.4% |
| YTD | +7.9% | 0.0% | +7.9% | +4.8% |
| 1Y | -15.0% | -10.3% | -4.8% | -15.3% |
| 3Y | +153.5% | +32.4% | +121.1% | +103.7% |
| All | +58.1% | -78.0% | +136.1% | +101.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling