+161.7%
MTUM vs DOCU
+104.2%
+57.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.5% | +2.1% |
| 7D | -10.2% | -5.5% | -4.7% | -9.4% |
| 30D | -20.9% | +12.6% | -33.5% | -22.5% |
| 3M | -17.1% | +36.4% | -53.5% | -21.5% |
| 6M | -14.5% | +66.8% | -81.3% | -22.5% |
| YTD | +2.3% | +13.5% | -11.2% | -1.6% |
| 1Y | +4.0% | +11.3% | -7.3% | +0.2% |
| 3Y | +80.7% | +92.1% | -11.4% | +52.8% |
| 5Y | +40.1% | -71.0% | +111.0% | +55.2% |
| All | +161.7% | +104.2% | +57.5% | +89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling