-68.5%
DOCU vs MKC
-35.7%
-32.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.2% |
| 7D | -0.4% | -7.0% | +6.6% | +0.4% |
| 30D | +12.9% | +4.1% | +8.9% | +12.4% |
| 3M | +35.1% | -10.3% | +45.4% | +36.6% |
| 6M | +76.2% | +1.7% | +74.5% | +76.1% |
| YTD | +17.2% | -29.1% | +46.3% | +21.4% |
| 1Y | +16.4% | -26.0% | +42.4% | +19.6% |
| 3Y | +95.6% | -21.5% | +117.0% | +93.4% |
| 5Y | -68.5% | -35.0% | -33.5% | -57.9% |
| All | -68.5% | -35.7% | -32.8% | -57.9% |
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