+148.3%
ALL vs MCO
+40.3%
+108.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | -4.3% | -7.3% | +3.0% | -2.3% |
| 30D | -3.6% | -1.7% | -1.9% | -3.1% |
| 3M | +13.2% | +3.9% | +9.3% | +11.6% |
| 6M | +22.5% | +3.8% | +18.7% | +20.5% |
| YTD | +22.7% | -7.9% | +30.6% | +24.9% |
| 1Y | +28.3% | -6.8% | +35.2% | +29.6% |
| All | +148.3% | +40.3% | +108.0% | +124.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling