+457.7%
MCO vs DOC
+15.7%
+442.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.2% |
| 7D | +2.4% | +6.5% | -4.1% | -0.2% |
| 30D | +12.5% | +9.2% | +3.3% | +8.4% |
| 3M | +7.1% | -2.5% | +9.6% | +8.1% |
| 6M | +13.2% | +7.1% | +6.1% | +9.7% |
| YTD | -0.4% | +33.0% | -33.3% | -13.3% |
| 1Y | +5.8% | +23.3% | -17.5% | -5.0% |
| 3Y | +55.4% | +44.9% | +10.5% | +27.3% |
| 5Y | +36.3% | -21.6% | +57.9% | +45.9% |
| All | +457.7% | +15.7% | +442.0% | +400.7% |
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