+280.3%
DOCN vs MCO
-2.8%
+283.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -2.5% | +15.1% | +12.7% |
| 7D | +16.3% | -2.7% | +19.0% | +16.4% |
| 30D | +2.0% | +0.9% | +1.1% | +1.6% |
| 3M | -25.2% | +8.7% | -33.9% | -27.6% |
| 6M | +132.7% | +2.4% | +130.2% | +127.2% |
| YTD | +163.3% | -5.2% | +168.4% | +163.8% |
| 1Y | +280.3% | -4.4% | +284.7% | +292.1% |
| All | +280.3% | -2.8% | +283.1% | +292.1% |
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