+98.6%
DOCU vs MKC
+11.2%
+87.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.8% |
| 7D | -3.2% | +7.0% | -10.2% | -4.7% |
| 30D | +15.7% | +11.4% | +4.2% | +12.8% |
| 3M | +37.3% | -3.7% | +41.0% | +38.1% |
| 6M | +63.1% | +5.3% | +57.8% | +60.8% |
| YTD | +15.4% | -24.4% | +39.8% | +21.7% |
| 1Y | +11.3% | -19.7% | +31.0% | +15.4% |
| 3Y | +92.1% | -16.3% | +108.3% | +91.5% |
| 5Y | -70.5% | -30.5% | -40.0% | -69.5% |
| All | +98.6% | +11.2% | +87.4% | +74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling