+398.5%
ASX vs MCO
+54.0%
+344.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.8% | +5.8% | +6.4% |
| 7D | +0.8% | -2.5% | +3.4% | +1.5% |
| 30D | -20.4% | +9.4% | -29.9% | -22.0% |
| 3M | -2.1% | +8.3% | -10.4% | -4.1% |
| 6M | +8.2% | +15.4% | -7.1% | +3.0% |
| YTD | +137.3% | +1.5% | +135.8% | +136.8% |
| 1Y | +155.0% | +5.4% | +149.7% | +149.4% |
| All | +398.5% | +54.0% | +344.6% | +250.8% |
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