+323.1%
DOCN vs MCO
+49.2%
+273.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +4.1% |
| 7D | +1.1% | -4.2% | +5.3% | +3.7% |
| 30D | -9.6% | +2.2% | -11.8% | -11.3% |
| 3M | -37.7% | +10.1% | -47.8% | -43.0% |
| 6M | +115.2% | +5.3% | +110.0% | +102.6% |
| YTD | +133.7% | -2.7% | +136.5% | +132.4% |
| 1Y | +250.2% | -0.4% | +250.5% | +237.6% |
| All | +323.1% | +49.2% | +273.9% | +176.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling