+240.7%
MCO vs DOCU
+107.7%
+133.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.1% |
| 7D | +5.4% | -3.2% | +8.6% | +6.1% |
| 30D | +13.9% | +15.7% | -1.8% | +10.6% |
| 3M | +6.7% | +37.3% | -30.6% | -0.4% |
| 6M | +13.9% | +63.1% | -49.2% | +2.1% |
| YTD | +1.6% | +15.4% | -13.8% | -3.0% |
| 1Y | +6.9% | +11.3% | -4.5% | +2.6% |
| 3Y | +59.3% | +92.1% | -32.7% | +31.8% |
| 5Y | +38.9% | -70.5% | +109.4% | +47.7% |
| All | +240.7% | +107.7% | +133.0% | +139.9% |
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