+20.3%
MUB vs DOCU
+107.7%
-87.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.5% |
| 7D | +0.9% | -3.2% | +4.1% | +0.9% |
| 30D | +3.8% | +15.7% | -11.9% | +3.6% |
| 3M | -0.7% | +37.3% | -38.0% | -1.0% |
| 6M | -0.8% | +63.1% | -63.9% | -1.3% |
| YTD | 0.0% | +15.4% | -15.4% | -0.3% |
| 1Y | +0.6% | +11.3% | -10.7% | +0.4% |
| 3Y | +11.4% | +92.1% | -80.7% | +10.3% |
| 5Y | +3.1% | -70.5% | +73.6% | +2.9% |
| All | +20.3% | +107.7% | -87.4% | +19.2% |
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