+54.1%
MCO vs DOC
+49.4%
+4.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.6% |
| 7D | +1.0% | +5.9% | -4.9% | -0.6% |
| 30D | +10.1% | +10.3% | -0.2% | +7.0% |
| 3M | +7.2% | -2.2% | +9.4% | +7.7% |
| 6M | +13.8% | +8.2% | +5.6% | +11.1% |
| YTD | +0.7% | +35.4% | -34.6% | -8.9% |
| 1Y | +5.6% | +23.6% | -18.0% | -1.2% |
| 3Y | +54.1% | +57.3% | -3.2% | +36.1% |
| All | +54.1% | +49.4% | +4.7% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling