In your example, the answer is simply "no".
However, keep in mind the use case on smaller screen or what happens if the user clicks on Documentation and is directed to an other screen.
In the example you gave, the word "Documentation" is not needed in the sub-menu items, in fact, Menu's are about logical grouping and not necessarily literal grouping. From an SEO point of view, the structure of the menu is important in highlighting keywords for your site and repeating a word can be beneficial, but repeating it more than is necessary can be detrimental as well. In your case, if you site is not mainly about documentation and you use the word excessively, search engines may get confused.
All that being said, if you have a responsive layout, or you want to cater for touch screens, menu's such as the ones you have shown don't necessarily work well. If you change your layout on smaller screens, then it may be the case that "Documentation" is important for clarity. This will have to be your call since we don't know your plans.