+156.7%
B vs MCO
+26.7%
+130.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.2% |
| 7D | -5.0% | -7.3% | +2.3% | -3.2% |
| 30D | +8.7% | -1.7% | +10.4% | +9.2% |
| 3M | +17.3% | +3.9% | +13.4% | +16.1% |
| 6M | -5.0% | +3.8% | -8.9% | -6.2% |
| YTD | +1.4% | -7.9% | +9.3% | +2.7% |
| 1Y | +50.5% | -6.8% | +57.4% | +51.6% |
| 3Y | +194.4% | +40.9% | +153.4% | +159.7% |
| 5Y | +156.7% | +27.5% | +129.2% | +107.2% |
| All | +156.7% | +26.7% | +130.0% | +107.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling