+1,179.0%
BE vs MCO
+26.6%
+1,152.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -2.9% |
| 7D | +9.7% | -7.3% | +17.1% | +15.9% |
| 30D | +22.4% | -1.7% | +24.1% | +23.2% |
| 3M | +10.4% | +3.9% | +6.4% | +3.7% |
| 6M | +67.9% | +3.8% | +64.0% | +54.8% |
| YTD | +197.5% | -7.9% | +205.4% | +197.6% |
| 1Y | +310.6% | -6.8% | +317.4% | +299.5% |
| 3Y | +1,657.2% | +40.9% | +1,616.3% | +940.9% |
| All | +1,179.0% | +26.6% | +1,152.4% | +700.0% |
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 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