+30.0%
MTZ vs DOCU
-9.0%
+39.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.6% | +2.8% |
| 7D | -1.6% | +6.9% | -8.5% | -0.3% |
| 30D | -11.1% | +19.0% | -30.1% | -7.9% |
| 3M | -36.7% | +34.3% | -71.0% | -32.1% |
| 6M | -21.9% | +48.0% | -70.0% | -15.6% |
| YTD | +9.1% | 0.0% | +9.1% | +18.5% |
| 1Y | +30.0% | -10.3% | +40.2% | +40.6% |
| All | +30.0% | -9.0% | +39.0% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling