+3,552.3%
ASX vs MCO
+4,811.6%
-1,259.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.0% |
| 7D | -0.7% | -4.2% | +3.4% | +0.9% |
| 30D | +2.0% | +2.2% | -0.2% | +0.9% |
| 3M | -1.3% | +10.1% | -11.5% | -5.9% |
| 6M | +71.4% | +5.3% | +66.2% | +65.9% |
| YTD | +135.3% | -2.7% | +138.1% | +133.0% |
| 1Y | +267.5% | -0.4% | +267.9% | +258.4% |
| 3Y | +388.5% | +49.0% | +339.4% | +304.4% |
| 5Y | +417.1% | +33.6% | +383.5% | +345.1% |
| 10Y | +872.7% | +395.3% | +477.4% | +419.3% |
| All | +3,552.3% | +4,811.6% | -1,259.3% | +842.8% |
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 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