+28.6%
MCO vs DOV
+13.8%
+14.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.4% |
| 7D | -7.3% | -1.9% | -5.4% | -6.4% |
| 30D | -1.7% | -9.9% | +8.2% | +3.6% |
| 3M | +3.9% | -12.1% | +16.0% | +10.2% |
| 6M | +3.8% | -10.4% | +14.2% | +8.1% |
| YTD | -7.9% | -3.3% | -4.6% | -9.1% |
| 1Y | -6.8% | +7.8% | -14.6% | -14.5% |
| 3Y | +40.9% | +36.3% | +4.6% | +8.1% |
| All | +28.6% | +13.8% | +14.8% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling