-47.3%
DOCS vs MCO
+9.9%
-57.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.9% | +1.5% | +2.2% |
| 7D | +1.2% | +10.7% | -9.5% | -7.2% |
| 30D | +21.3% | +17.9% | +3.4% | +5.1% |
| 3M | +58.4% | +9.5% | +48.9% | +46.5% |
| 6M | +39.3% | +18.1% | +21.2% | +21.6% |
| YTD | -21.7% | +4.1% | -25.8% | -28.7% |
| 1Y | -47.3% | +9.3% | -56.7% | -52.6% |
| All | -47.3% | +9.9% | -57.2% | -52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling