-52.9%
DOCS vs MCO
+36.6%
-89.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.1% |
| 7D | +2.6% | +0.5% | +2.1% | +2.1% |
| 30D | +11.4% | +9.8% | +1.6% | +2.1% |
| 3M | +25.4% | +4.3% | +21.1% | +20.4% |
| 6M | +42.5% | +16.5% | +26.1% | +24.5% |
| YTD | -24.7% | +0.1% | -24.9% | -25.1% |
| 1Y | -32.9% | +4.4% | -37.4% | -36.0% |
| 3Y | +39.6% | +51.6% | -12.0% | -12.6% |
| All | -52.9% | +36.6% | -89.5% | -65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling