+96.4%
AGG vs MCO
+2,080.2%
-1,983.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.6% |
| 7D | -0.9% | -7.3% | +6.4% | -0.9% |
| 30D | -1.0% | -1.7% | +0.7% | -1.0% |
| 3M | -1.3% | +3.9% | -5.2% | -1.3% |
| 6M | -2.1% | +3.8% | -5.9% | -2.1% |
| YTD | -1.2% | -7.9% | +6.7% | -1.2% |
| 1Y | -0.5% | -6.8% | +6.4% | -0.5% |
| 3Y | +12.4% | +40.9% | -28.5% | +12.4% |
| 5Y | -2.4% | +27.5% | -29.9% | -2.6% |
| 10Y | +14.3% | +381.4% | -367.1% | +16.3% |
| All | +96.4% | +2,080.2% | -1,983.8% | +98.0% |
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 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