+84.2%
DOCN vs MCO
+83.8%
+0.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.1% | +7.0% | +7.1% |
| 7D | -12.8% | +1.0% | -13.8% | -13.7% |
| 30D | -41.9% | +10.1% | -52.0% | -47.1% |
| 3M | -36.9% | +7.2% | -44.1% | -42.2% |
| 6M | -52.2% | +13.8% | -66.0% | -60.0% |
| YTD | +62.7% | +0.7% | +62.0% | +51.2% |
| 1Y | +58.2% | +5.6% | +52.6% | +39.0% |
| 3Y | +219.5% | +54.1% | +165.4% | +74.0% |
| 5Y | -32.9% | +36.0% | -68.8% | -57.0% |
| All | +84.2% | +83.8% | +0.5% | +19.3% |
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