+216.2%
MTUM vs DOCU
+71.3%
+144.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.9% | +6.1% | +2.0% |
| 7D | +4.1% | +0.7% | +3.4% | +4.0% |
| 30D | -0.2% | +8.0% | -8.2% | -1.7% |
| 3M | -1.9% | +41.0% | -42.9% | -8.2% |
| 6M | +28.1% | +33.7% | -5.6% | +20.2% |
| YTD | +23.6% | -4.9% | +28.4% | +22.6% |
| 1Y | +26.1% | -20.4% | +46.5% | +28.5% |
| 3Y | +116.8% | +29.6% | +87.2% | +96.4% |
| 5Y | +80.0% | -76.9% | +156.9% | +107.8% |
| All | +216.2% | +71.3% | +144.9% | +136.1% |
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 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