Donskoi's hat trick is the fastest by an Avalanche/Quebec Nordiques player to begin a game and the eighth fastest in NHL history.
"We came out to play and we had a good start," Donskoi said. "It's just fun to play on this line right now with (Tyson) Jost and Val (Nichushkin). I know they're going to work their [butts] off every shift, and those goals that I got, I got a couple lucky bounces and was able to put them in the back of the net. Playing with those two guys is super fun right now. I'm happy to be healthy and I'm feeling good, so hopefully it's going to stay that way."
Gabriel Landeskog had two goals and an assist, Andre Burakovsky scored twice, and Mikko Rantanen had a goal and two assists for Colorado (23-8-4), which is 10-0-2 during its streak. Philipp Grubauer made 28 saves.
"It's been a good season so far, the last month or five weeks we've really hit our stride once we started getting healthy," Landeskog said. "We knew what kind of team we had, and I think we've shown it over the last five, six weeks. There's still steps we can take. For us, it's important that we keep working, keep trying to achieve first place in the division when the season is over and put ourselves in a good spot for the playoffs."
Michael Bunting scored his first of the season for Arizona (16-15-5), which started a nine-game road trip. Adin Hill allowed four goals on 10 shots before being replaced in the first period by Ivan Prosvetov, who made 23 saves in his NHL debut.
"We just weren't ready to play," Coyotes coach Rick Tocchet said. "Maybe one or two guys had decent games. It was just a bad game by everybody. Bad decisions early. The game plan, right out the window the first couple of shifts. I don't know if they were ready to play, it's on me. I thought we were ready to play. It's Colorado, they skate well. We had some guys who looked really slow out there tonight. I don't know why they would be tired, we had two, three days off. It's a head-scratcher."