+20.7%
MUB vs DOCU
+104.2%
-83.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.1% |
| 7D | +0.7% | -5.5% | +6.3% | +0.8% |
| 30D | +4.4% | +12.6% | -8.3% | +4.2% |
| 3M | -0.2% | +36.4% | -36.6% | -0.5% |
| 6M | -0.6% | +66.8% | -67.4% | -1.2% |
| YTD | +0.3% | +13.5% | -13.1% | +0.1% |
| 1Y | +0.8% | +11.3% | -10.5% | +0.5% |
| 3Y | +12.0% | +92.1% | -80.0% | +11.0% |
| 5Y | +3.4% | -71.0% | +74.4% | +3.3% |
| All | +20.7% | +104.2% | -83.5% | +19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling