-55.0%
DOCN vs MCO
+10.8%
-65.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +1.1% |
| 7D | -19.2% | +2.4% | -21.5% | -17.1% |
| 30D | -43.1% | +12.5% | -55.5% | -36.7% |
| 3M | -40.7% | +7.1% | -47.8% | -36.5% |
| 6M | -55.0% | +13.2% | -68.2% | -50.4% |
| All | -55.0% | +10.8% | -65.8% | -50.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling