+30.9%
DOCU vs MKC
-29.9%
+60.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.6% | +3.7% |
| 7D | +6.9% | -5.9% | +12.8% | +7.2% |
| 30D | +19.0% | -0.9% | +19.9% | +19.1% |
| 3M | +34.3% | +12.7% | +21.6% | +34.5% |
| 6M | +48.0% | -19.3% | +67.3% | +47.9% |
| YTD | 0.0% | -22.2% | +22.2% | +0.3% |
| 1Y | -10.3% | -23.3% | +13.1% | -9.9% |
| All | +30.9% | -29.9% | +60.7% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling