+291.5%
C vs MCO
+385.7%
-94.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.4% |
| 7D | +0.3% | -7.3% | +7.6% | +5.0% |
| 30D | +2.0% | -1.7% | +3.7% | +2.8% |
| 3M | +4.4% | +3.9% | +0.4% | +0.9% |
| 6M | +28.3% | +3.8% | +24.5% | +23.8% |
| YTD | +20.5% | -7.9% | +28.4% | +24.0% |
| 1Y | +45.5% | -6.8% | +52.4% | +48.1% |
| 3Y | +274.0% | +40.9% | +233.1% | +187.4% |
| 5Y | +136.1% | +27.5% | +108.6% | +87.2% |
| All | +291.5% | +385.7% | -94.2% | +46.7% |
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