-3.1%
MP vs DOCU
-71.6%
+68.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.2% | -5.2% | -5.1% |
| 7D | -12.5% | -3.7% | -8.8% | -11.6% |
| 30D | -23.3% | +15.0% | -38.3% | -26.6% |
| 3M | -24.4% | +39.9% | -64.3% | -32.1% |
| 6M | -45.8% | +66.2% | -111.9% | -54.6% |
| YTD | -28.9% | +17.7% | -46.6% | -34.6% |
| 1Y | -34.6% | +13.7% | -48.3% | -39.2% |
| 3Y | +118.7% | +95.9% | +22.8% | +52.5% |
| 5Y | -3.1% | -71.7% | +68.6% | +12.1% |
| All | -3.1% | -71.6% | +68.5% | +12.1% |
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