+134.9%
C vs MCO
+28.7%
+106.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.5% |
| 7D | +2.6% | -3.1% | +5.7% | +4.2% |
| 30D | +1.9% | -0.5% | +2.4% | +2.0% |
| 3M | +2.8% | +5.7% | -2.9% | -0.8% |
| 6M | +30.6% | +3.0% | +27.5% | +27.3% |
| YTD | +19.9% | -6.5% | +26.4% | +22.2% |
| 1Y | +44.6% | -5.8% | +50.3% | +46.2% |
| 3Y | +272.1% | +43.1% | +229.0% | +202.3% |
| All | +134.9% | +28.7% | +106.3% | +80.6% |
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