+201.4%
B vs MCO
+393.6%
-192.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.1% |
| 7D | -2.4% | -3.8% | +1.4% | -1.5% |
| 30D | +6.3% | -0.4% | +6.7% | +6.5% |
| 3M | +12.1% | +7.7% | +4.4% | +10.1% |
| 6M | -3.1% | +7.0% | -10.1% | -4.9% |
| YTD | +2.0% | -6.4% | +8.4% | +2.8% |
| 1Y | +51.7% | -7.6% | +59.3% | +53.1% |
| 3Y | +190.5% | +43.2% | +147.3% | +160.7% |
| 5Y | +158.0% | +29.6% | +128.4% | +131.6% |
| All | +201.4% | +393.6% | -192.2% | +130.3% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling