+115.4%
ALL vs MCO
+26.7%
+88.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | -4.3% | -7.3% | +3.0% | -2.2% |
| 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% | +24.6% |
| 1Y | +28.3% | -6.8% | +35.2% | +29.4% |
| 3Y | +152.0% | +40.9% | +111.1% | +123.7% |
| 5Y | +115.4% | +27.5% | +87.9% | +86.9% |
| All | +115.4% | +26.7% | +88.7% | +86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling