+36.3%
MCO vs DOC
-21.4%
+57.7%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.2% |
| 7D | +2.4% | +6.5% | -4.1% | -0.1% |
| 30D | +12.5% | +9.2% | +3.3% | +8.5% |
| 3M | +7.1% | -2.5% | +9.6% | +8.0% |
| 6M | +13.2% | +7.1% | +6.1% | +9.8% |
| YTD | -0.4% | +33.0% | -33.3% | -13.2% |
| 1Y | +5.8% | +23.3% | -17.5% | -4.6% |
| 3Y | +55.4% | +44.9% | +10.5% | +25.4% |
| All | +36.3% | -21.4% | +57.7% | +54.9% |
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 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