-50.3%
DOCS vs MCO
+43.2%
-93.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.6% | -0.8% |
| 7D | -1.4% | -4.2% | +2.7% | +2.4% |
| 30D | +21.8% | +2.2% | +19.6% | +19.7% |
| 3M | +27.3% | +10.1% | +17.2% | +16.8% |
| 6M | -0.3% | +5.3% | -5.6% | -4.3% |
| YTD | -40.5% | -2.7% | -37.8% | -39.1% |
| 1Y | -61.5% | -0.4% | -61.2% | -62.0% |
| 3Y | +8.2% | +49.0% | -40.9% | -30.5% |
| 5Y | -73.4% | +33.6% | -107.1% | -81.8% |
| All | -50.3% | +43.2% | -93.5% | -63.4% |
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