+236.0%
MCO vs DOCU
+112.5%
+123.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.2% |
| 7D | +0.5% | +4.1% | -3.6% | -0.3% |
| 30D | +9.8% | +7.4% | +2.5% | +8.2% |
| 3M | +4.3% | +26.0% | -21.7% | -0.9% |
| 6M | +16.5% | +79.2% | -62.7% | +2.5% |
| YTD | +0.1% | +18.1% | -17.9% | -4.8% |
| 1Y | +4.4% | +20.5% | -16.1% | -1.3% |
| 3Y | +51.6% | +96.4% | -44.8% | +24.9% |
| 5Y | +36.7% | -69.5% | +106.2% | +44.5% |
| All | +236.0% | +112.5% | +123.5% | +135.5% |
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