+95.3%
DOCU vs MKC
+7.5%
+87.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.7% | -0.9% |
| 7D | -5.5% | +2.3% | -7.9% | -6.1% |
| 30D | +12.6% | +8.1% | +4.5% | +10.6% |
| 3M | +36.4% | -6.4% | +42.8% | +38.1% |
| 6M | +66.8% | +1.8% | +65.0% | +65.7% |
| YTD | +13.5% | -26.9% | +40.4% | +20.6% |
| 1Y | +11.3% | -21.7% | +33.0% | +16.0% |
| 3Y | +92.1% | -18.7% | +110.8% | +92.6% |
| 5Y | -71.0% | -32.8% | -38.2% | -69.8% |
| All | +95.3% | +7.5% | +87.8% | +73.1% |
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