+34.9%
MCO vs DOC
-24.5%
+59.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.4% |
| 7D | -4.2% | -1.5% | -2.7% | -3.6% |
| 30D | +2.2% | -4.8% | +7.0% | +4.2% |
| 3M | +10.1% | +6.9% | +3.2% | +7.0% |
| 6M | +5.3% | +20.7% | -15.5% | -3.5% |
| YTD | -2.7% | +34.1% | -36.9% | -15.4% |
| 1Y | -0.4% | +22.6% | -23.0% | -10.1% |
| 3Y | +49.0% | +20.8% | +28.2% | +34.3% |
| All | +34.9% | -24.5% | +59.4% | +53.0% |
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