+76.2%
MTUM vs DOCU
-78.0%
+154.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +1.4% |
| 7D | +1.7% | +6.9% | -5.2% | +0.9% |
| 30D | -1.7% | +19.0% | -20.6% | -4.0% |
| 3M | -6.3% | +34.3% | -40.6% | -10.4% |
| 6M | +21.8% | +48.0% | -26.2% | +14.3% |
| YTD | +22.0% | 0.0% | +22.0% | +20.9% |
| 1Y | +25.3% | -10.3% | +35.6% | +25.7% |
| 3Y | +112.1% | +32.4% | +79.7% | +96.4% |
| All | +76.2% | -78.0% | +154.2% | +93.7% |
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