+52.2%
MTUM vs DOCU
-69.6%
+121.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | +6.6% | +4.1% | +2.6% | +6.1% |
| 30D | -10.8% | +7.4% | -18.2% | -11.6% |
| 3M | -13.8% | +26.0% | -39.8% | -16.4% |
| 6M | -10.7% | +79.2% | -89.9% | -18.0% |
| YTD | +9.1% | +18.1% | -9.0% | +5.7% |
| 1Y | +11.4% | +20.5% | -9.1% | +7.5% |
| 3Y | +88.8% | +96.4% | -7.6% | +65.9% |
| All | +52.2% | -69.6% | +121.8% | +53.0% |
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