+380.3%
MCO vs DOV
+300.2%
+80.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.1% |
| 7D | -3.8% | -2.0% | -1.8% | -2.7% |
| 30D | -0.4% | -8.9% | +8.5% | +4.9% |
| 3M | +7.7% | -13.3% | +21.0% | +16.0% |
| 6M | +7.0% | -9.7% | +16.7% | +11.5% |
| YTD | -6.4% | -2.5% | -4.0% | -7.6% |
| 1Y | -7.6% | +7.2% | -14.9% | -14.5% |
| 3Y | +43.2% | +39.4% | +3.8% | +10.4% |
| 5Y | +29.6% | +15.8% | +13.7% | +10.2% |
| All | +380.3% | +300.2% | +80.1% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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