-69.4%
DOCU vs MKC
-35.5%
-33.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | +4.1% | -3.0% | +7.0% | +4.4% |
| 30D | +7.4% | +4.8% | +2.5% | +6.7% |
| 3M | +26.0% | -12.8% | +38.8% | +27.9% |
| 6M | +79.2% | +5.0% | +74.2% | +78.6% |
| YTD | +18.1% | -29.1% | +47.1% | +22.3% |
| 1Y | +20.5% | -26.4% | +46.9% | +24.0% |
| 3Y | +96.4% | -21.6% | +118.0% | +94.3% |
| All | -69.4% | -35.5% | -33.9% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling