+250.2%
DOCN vs MCO
+0.4%
+249.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +3.0% |
| 7D | +1.1% | -4.2% | +5.3% | +1.3% |
| 30D | -9.6% | +2.2% | -11.8% | -9.9% |
| 3M | -37.7% | +10.1% | -47.8% | -39.5% |
| 6M | +115.2% | +5.3% | +110.0% | +109.9% |
| YTD | +133.7% | -2.7% | +136.5% | +134.1% |
| 1Y | +250.2% | -0.4% | +250.5% | +258.3% |
| All | +250.2% | +0.4% | +249.8% | +258.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling