-35.6%
DOCN vs MCO
+36.1%
-71.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +4.2% |
| 7D | -19.2% | +2.4% | -21.5% | -21.0% |
| 30D | -43.1% | +12.5% | -55.5% | -49.4% |
| 3M | -40.7% | +7.1% | -47.8% | -45.9% |
| 6M | -55.0% | +13.2% | -68.2% | -62.6% |
| YTD | +50.6% | -0.4% | +51.0% | +40.6% |
| 1Y | +54.0% | +5.8% | +48.2% | +33.6% |
| 3Y | +203.9% | +55.4% | +148.5% | +54.6% |
| All | -35.6% | +36.1% | -71.7% | -52.1% |
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 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