+615.0%
MCK vs DOCU
+104.2%
+510.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.6% | -1.0% |
| 7D | +6.7% | -5.5% | +12.2% | +6.9% |
| 30D | +16.5% | +12.6% | +3.9% | +16.1% |
| 3M | +21.9% | +36.4% | -14.5% | +20.6% |
| 6M | +43.0% | +66.8% | -23.8% | +40.5% |
| YTD | +29.7% | +13.5% | +16.2% | +28.9% |
| 1Y | +24.0% | +11.3% | +12.7% | +23.3% |
| 3Y | +133.7% | +92.1% | +41.6% | +125.2% |
| 5Y | +391.0% | -71.0% | +462.0% | +419.5% |
| All | +615.0% | +104.2% | +510.7% | +523.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling