+203.8%
AA vs MCO
+7,398.7%
-7,194.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.3% |
| 7D | -0.6% | -3.1% | +2.5% | +0.9% |
| 30D | -1.6% | -0.5% | -1.0% | -1.6% |
| 3M | -29.8% | +5.7% | -35.5% | -32.4% |
| 6M | -16.6% | +3.0% | -19.7% | -19.2% |
| YTD | -4.0% | -6.5% | +2.4% | -3.4% |
| 1Y | +63.5% | -5.8% | +69.3% | +63.7% |
| 3Y | +86.8% | +43.1% | +43.6% | +51.7% |
| 5Y | +12.4% | +29.5% | -17.1% | -4.7% |
| 10Y | +132.3% | +388.8% | -256.5% | +5.9% |
| All | +203.8% | +7,398.7% | -7,194.9% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling