+164.6%
DOCN vs MCO
+77.5%
+87.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +4.7% |
| 7D | +1.1% | -4.2% | +5.3% | +5.0% |
| 30D | -9.6% | +2.2% | -11.8% | -12.1% |
| 3M | -37.7% | +10.1% | -47.8% | -45.2% |
| 6M | +115.2% | +5.3% | +110.0% | +96.7% |
| YTD | +133.7% | -2.7% | +136.5% | +127.8% |
| 1Y | +250.2% | -0.4% | +250.5% | +227.5% |
| 3Y | +320.3% | +49.0% | +271.3% | +139.3% |
| 5Y | +53.1% | +33.6% | +19.5% | +0.7% |
| All | +164.6% | +77.5% | +87.2% | +79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling