+39.1%
DOCS vs MCO
+54.0%
-14.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.6% | +1.8% |
| 7D | -4.2% | -2.5% | -1.6% | -2.2% |
| 30D | +8.6% | +9.4% | -0.8% | +1.3% |
| 3M | +27.2% | +8.3% | +18.9% | +19.7% |
| 6M | +26.5% | +15.4% | +11.1% | +14.5% |
| YTD | -25.0% | +1.5% | -26.4% | -26.3% |
| 1Y | -37.0% | +5.4% | -42.3% | -39.8% |
| All | +39.1% | +54.0% | -14.8% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling