-27.5%
DOCN vs MCO
+36.6%
-64.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.4% |
| 7D | +19.1% | +0.5% | +18.6% | +18.6% |
| 30D | -21.0% | +9.8% | -30.8% | -28.2% |
| 3M | -34.7% | +4.3% | -39.0% | -38.8% |
| 6M | -45.8% | +16.5% | -62.2% | -56.0% |
| YTD | +79.4% | +0.1% | +79.2% | +66.9% |
| 1Y | +91.0% | +4.4% | +86.6% | +68.7% |
| 3Y | +237.5% | +51.6% | +185.9% | +78.3% |
| All | -27.5% | +36.6% | -64.1% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling