+117.1%
AA vs MCO
+385.7%
-268.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.5% | -3.3% | -3.8% |
| 7D | -5.4% | -7.3% | +1.9% | -0.6% |
| 30D | -10.7% | -1.7% | -9.0% | -10.1% |
| 3M | -26.2% | +3.9% | -30.1% | -29.1% |
| 6M | -20.9% | +3.8% | -24.8% | -24.7% |
| YTD | -8.6% | -7.9% | -0.7% | -7.0% |
| 1Y | +57.4% | -6.8% | +64.2% | +58.3% |
| 3Y | +77.8% | +40.9% | +36.9% | +31.2% |
| 5Y | +2.7% | +27.5% | -24.8% | -20.8% |
| All | +117.1% | +385.7% | -268.6% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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