+267.5%
ASX vs MCO
+0.4%
+267.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | -0.2% |
| 7D | -0.7% | -4.2% | +3.4% | -1.5% |
| 30D | +2.0% | +2.2% | -0.2% | +2.5% |
| 3M | -1.3% | +10.1% | -11.5% | +0.2% |
| 6M | +71.4% | +5.3% | +66.2% | +72.8% |
| YTD | +135.3% | -2.7% | +138.1% | +137.4% |
| 1Y | +267.5% | -0.4% | +267.9% | +279.5% |
| All | +267.5% | +0.4% | +267.1% | +279.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling