+6.2%
MCO vs DOCU
+10.7%
-4.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.8% |
| 3M | +7.0% | +30.2% | -23.2% | +0.3% |
| 6M | +13.7% | +62.1% | -48.5% | -0.3% |
| YTD | +0.6% | +13.5% | -12.9% | -9.5% |
| 1Y | +6.2% | +11.5% | -5.3% | -4.5% |
| All | +6.2% | +10.7% | -4.4% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling