+1,003.0%
BE vs MCO
+175.2%
+827.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.6% | +5.1% | +5.3% |
| 7D | +9.0% | -3.8% | +12.8% | +12.6% |
| 30D | +16.3% | -0.4% | +16.7% | +15.9% |
| 3M | +10.8% | +7.7% | +3.1% | +0.4% |
| 6M | +73.2% | +7.0% | +66.2% | +54.3% |
| YTD | +217.4% | -6.4% | +223.8% | +211.4% |
| 1Y | +309.8% | -7.6% | +317.4% | +300.8% |
| 3Y | +1,726.2% | +43.2% | +1,682.9% | +1,019.7% |
| 5Y | +1,306.2% | +29.6% | +1,276.6% | +861.5% |
| All | +1,003.0% | +175.2% | +827.8% | +207.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling