+463.0%
MCO vs DOC
+23.6%
+439.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | -2.5% | +1.0% | -3.6% | -3.0% |
| 30D | +9.4% | +8.1% | +1.3% | +5.9% |
| 3M | +8.3% | +0.9% | +7.4% | +7.8% |
| 6M | +15.4% | +6.3% | +9.1% | +12.0% |
| YTD | +1.5% | +33.8% | -32.3% | -12.0% |
| 1Y | +5.4% | +21.6% | -16.3% | -4.8% |
| 3Y | +53.1% | +53.4% | -0.3% | +22.3% |
| 5Y | +39.4% | -21.0% | +60.4% | +48.8% |
| 10Y | +463.0% | +22.5% | +440.5% | +399.9% |
| All | +463.0% | +23.6% | +439.4% | +399.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling