+1,726.2%
BE vs MCO
+42.6%
+1,683.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.6% | +5.1% | +6.1% |
| 7D | +9.0% | -3.8% | +12.8% | +10.5% |
| 30D | +16.3% | -0.4% | +16.7% | +16.1% |
| 3M | +10.8% | +7.7% | +3.1% | +5.5% |
| 6M | +73.2% | +7.0% | +66.2% | +63.5% |
| YTD | +217.4% | -6.4% | +223.8% | +219.0% |
| 1Y | +309.8% | -7.6% | +317.4% | +313.9% |
| 3Y | +1,726.2% | +43.2% | +1,682.9% | +946.4% |
| All | +1,726.2% | +42.6% | +1,683.6% | +946.4% |
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