+7,581.3%
MCO vs DOC
+1,044.5%
+6,536.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.3% |
| 3M | +10.1% | +6.9% | +3.2% | +6.9% |
| 6M | +5.3% | +20.7% | -15.5% | -4.2% |
| YTD | -2.7% | +34.1% | -36.9% | -15.6% |
| 1Y | -0.4% | +22.6% | -23.0% | -10.5% |
| 3Y | +49.0% | +20.8% | +28.2% | +32.3% |
| 5Y | +33.6% | -24.9% | +58.5% | +44.4% |
| 10Y | +395.3% | -1.8% | +397.1% | +348.5% |
| All | +7,581.3% | +1,044.5% | +6,536.9% | +3,301.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling