+14.1%
AGG vs MCO
+393.6%
-379.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.1% |
| 7D | -1.1% | -3.8% | +2.7% | -0.9% |
| 30D | -1.1% | -0.4% | -0.8% | -1.1% |
| 3M | -1.9% | +7.7% | -9.7% | -2.3% |
| 6M | -1.7% | +7.0% | -8.7% | -2.1% |
| YTD | -1.3% | -6.4% | +5.1% | -1.1% |
| 1Y | -0.7% | -7.6% | +6.9% | -0.6% |
| 3Y | +12.5% | +43.2% | -30.8% | +10.4% |
| 5Y | -2.5% | +29.6% | -32.0% | -4.7% |
| All | +14.1% | +393.6% | -379.5% | +11.0% |
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