+353.4%
MCK vs DOCU
-78.0%
+431.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.7% | -5.2% | -1.4% |
| 7D | +1.7% | +6.9% | -5.1% | +1.8% |
| 30D | +3.6% | +19.0% | -15.4% | +3.7% |
| 3M | +20.1% | +34.3% | -14.2% | +20.2% |
| 6M | -7.0% | +48.0% | -55.0% | -6.9% |
| YTD | +11.0% | 0.0% | +11.0% | +11.1% |
| 1Y | +31.8% | -10.3% | +42.1% | +32.0% |
| 3Y | +123.1% | +32.4% | +90.7% | +123.8% |
| All | +353.4% | -78.0% | +431.4% | +375.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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