-48.1%
DOCS vs MCO
+5.6%
-53.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -0.4% |
| 7D | -0.8% | +2.4% | -3.1% | -2.6% |
| 30D | +17.4% | +12.5% | +4.9% | +6.0% |
| 3M | +57.4% | +7.1% | +50.3% | +48.5% |
| 6M | +26.5% | +13.2% | +13.3% | +14.7% |
| YTD | -26.6% | -0.4% | -26.2% | -30.6% |
| 1Y | -48.1% | +5.8% | -53.8% | -51.2% |
| All | -48.1% | +5.6% | -53.7% | -51.2% |
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