+476.3%
ASX vs MCO
+42.5%
+433.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.9% |
| 7D | +11.1% | -3.1% | +14.3% | +12.0% |
| 30D | +9.6% | -0.5% | +10.1% | +9.4% |
| 3M | +18.6% | +5.7% | +12.9% | +15.3% |
| 6M | +92.1% | +3.0% | +89.1% | +87.9% |
| YTD | +158.5% | -6.5% | +165.0% | +162.4% |
| 1Y | +271.9% | -5.8% | +277.7% | +273.9% |
| All | +476.3% | +42.5% | +433.8% | +348.5% |
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 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