+95.7%
DOCU vs MKC
+6.4%
+89.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | -4.8% | -1.9% | -2.9% | -4.4% |
| 30D | +9.4% | +8.0% | +1.4% | +7.4% |
| 3M | +29.0% | -8.6% | +37.7% | +31.3% |
| 6M | +62.3% | +1.1% | +61.3% | +61.5% |
| YTD | +13.7% | -27.7% | +41.3% | +21.1% |
| 1Y | +11.5% | -23.7% | +35.3% | +17.0% |
| 3Y | +94.2% | -19.4% | +113.6% | +95.1% |
| 5Y | -71.7% | -33.3% | -38.4% | -70.6% |
| All | +95.7% | +6.4% | +89.3% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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