+4,535.3%
ALL vs MCO
+7,930.1%
-3,394.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.2% |
| 7D | +5.0% | +0.5% | +4.5% | +4.8% |
| 30D | +13.3% | +9.8% | +3.5% | +9.3% |
| 3M | +3.2% | +4.3% | -1.1% | +1.4% |
| 6M | +25.3% | +16.5% | +8.9% | +17.6% |
| YTD | +30.5% | +0.1% | +30.3% | +28.4% |
| 1Y | +29.2% | +4.4% | +24.7% | +25.0% |
| 3Y | +119.1% | +51.6% | +67.5% | +81.0% |
| 5Y | +162.6% | +36.7% | +125.9% | +120.2% |
| 10Y | +378.8% | +455.7% | -76.9% | +128.4% |
| All | +4,535.3% | +7,930.1% | -3,394.8% | +651.5% |
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