+196.6%
B vs MCO
+42.5%
+154.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.4% |
| 7D | +1.0% | -3.1% | +4.2% | +1.8% |
| 30D | +9.5% | -0.5% | +10.0% | +9.7% |
| 3M | +14.3% | +5.7% | +8.6% | +12.8% |
| 6M | -1.9% | +3.0% | -4.9% | -2.8% |
| YTD | +4.1% | -6.5% | +10.6% | +4.8% |
| 1Y | +56.1% | -5.8% | +61.9% | +56.7% |
| All | +196.6% | +42.5% | +154.1% | +158.0% |
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