+237.9%
MCO vs DOCU
+104.6%
+133.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +1.0% | -4.8% | +5.8% | +2.0% |
| 30D | +10.1% | +9.4% | +0.7% | +8.0% |
| 3M | +7.2% | +29.0% | -21.8% | +1.4% |
| 6M | +13.8% | +62.3% | -48.6% | +2.1% |
| YTD | +0.7% | +13.7% | -13.0% | -3.5% |
| 1Y | +5.6% | +11.5% | -5.9% | +1.4% |
| 3Y | +54.1% | +94.2% | -40.1% | +27.2% |
| 5Y | +36.0% | -71.7% | +107.7% | +45.8% |
| All | +237.9% | +104.6% | +133.3% | +138.6% |
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