+38.9%
MCO vs DOC
-22.1%
+61.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.2% | -2.4% |
| 7D | +5.4% | +6.2% | -0.8% | +2.9% |
| 30D | +13.9% | +6.5% | +7.5% | +11.1% |
| 3M | +6.7% | -6.2% | +12.9% | +9.4% |
| 6M | +13.9% | +25.6% | -11.7% | +2.5% |
| YTD | +1.6% | +32.1% | -30.5% | -11.3% |
| 1Y | +6.9% | +20.3% | -13.4% | -2.5% |
| 3Y | +59.3% | +42.7% | +16.6% | +29.5% |
| 5Y | +38.9% | -22.2% | +61.1% | +59.0% |
| All | +38.9% | -22.1% | +61.0% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling