+3,582.5%
ASX vs MCO
+5,024.4%
-1,441.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.8% | +5.8% | +6.3% |
| 7D | +0.8% | -2.5% | +3.4% | +2.0% |
| 30D | -20.4% | +9.4% | -29.9% | -23.4% |
| 3M | -2.1% | +8.3% | -10.4% | -5.8% |
| 6M | +8.2% | +15.4% | -7.1% | +0.7% |
| YTD | +137.3% | +1.5% | +135.8% | +130.0% |
| 1Y | +155.0% | +5.4% | +149.7% | +143.3% |
| 3Y | +397.9% | +53.1% | +344.8% | +306.2% |
| 5Y | +529.2% | +39.4% | +489.8% | +429.9% |
| 10Y | +1,007.5% | +463.0% | +544.5% | +462.6% |
| All | +3,582.5% | +5,024.4% | -1,441.9% | +830.6% |
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