+70.5%
DOCN vs MCO
+81.8%
-11.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +4.1% |
| 7D | -19.2% | +2.4% | -21.5% | -21.0% |
| 30D | -43.1% | +12.5% | -55.5% | -49.2% |
| 3M | -40.7% | +7.1% | -47.8% | -45.7% |
| 6M | -55.0% | +13.2% | -68.2% | -62.3% |
| YTD | +50.6% | -0.4% | +51.0% | +41.2% |
| 1Y | +54.0% | +5.8% | +48.2% | +34.6% |
| 3Y | +203.9% | +55.4% | +148.5% | +63.1% |
| 5Y | -29.4% | +36.3% | -65.7% | -54.6% |
| All | +70.5% | +81.8% | -11.3% | +11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling