+234.3%
MCO vs DOCU
+104.2%
+130.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.5% |
| 7D | +2.4% | -5.5% | +7.9% | +3.6% |
| 30D | +12.5% | +12.6% | -0.2% | +9.7% |
| 3M | +7.1% | +36.4% | -29.3% | +0.1% |
| 6M | +13.2% | +66.8% | -53.6% | +1.1% |
| YTD | -0.4% | +13.5% | -13.8% | -4.5% |
| 1Y | +5.8% | +11.3% | -5.5% | +1.5% |
| 3Y | +55.4% | +92.1% | -36.7% | +28.6% |
| 5Y | +36.3% | -71.0% | +107.3% | +45.5% |
| All | +234.3% | +104.2% | +130.1% | +136.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling