+92.4%
MTUM vs DOCU
+96.5%
-4.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.2% | +0.6% | +3.5% |
| 7D | +1.5% | -0.4% | +2.0% | +1.6% |
| 30D | -12.1% | +12.9% | -25.0% | -13.0% |
| 3M | -10.0% | +35.1% | -45.0% | -12.6% |
| 6M | -9.4% | +76.2% | -85.6% | -15.2% |
| YTD | +11.1% | +17.2% | -6.1% | +10.2% |
| 1Y | +10.8% | +16.4% | -5.6% | +9.8% |
| All | +92.4% | +96.5% | -4.2% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling