+237.6%
MCO vs DOCU
+104.4%
+133.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +1.4% | -3.4% | +4.8% | +2.1% |
| 30D | +10.0% | +9.3% | +0.8% | +8.0% |
| 3M | +7.0% | +30.2% | -23.2% | +1.0% |
| 6M | +13.7% | +62.1% | -48.5% | +2.1% |
| YTD | +0.6% | +13.5% | -12.9% | -3.6% |
| 1Y | +6.2% | +11.5% | -5.3% | +1.9% |
| 3Y | +51.9% | +89.5% | -37.6% | +26.0% |
| 5Y | +37.5% | -69.6% | +107.1% | +45.5% |
| All | +237.6% | +104.4% | +133.3% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 10y: compounded portfolio wealth divided by compounded DOCU 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…
10y analysis · Full analysis span regression · 6 months rolling