+226.9%
MTZ vs DOCU
+91.1%
+135.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.0% | -3.2% | -5.1% |
| 7D | -10.6% | -3.2% | -7.4% | -10.4% |
| 30D | -30.4% | +15.7% | -46.1% | -31.1% |
| 3M | -40.4% | +37.3% | -77.7% | -42.0% |
| 6M | -63.7% | +63.1% | -126.8% | -65.6% |
| YTD | -26.9% | +15.4% | -42.3% | -26.5% |
| 1Y | -20.2% | +11.3% | -31.5% | -19.2% |
| All | +226.9% | +91.1% | +135.8% | +158.1% |
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