+396.4%
C vs MCO
+7,698.6%
-7,302.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +1.0% |
| 7D | +3.6% | -4.2% | +7.8% | +6.3% |
| 30D | +0.1% | +2.2% | -2.1% | -1.4% |
| 3M | +2.4% | +10.1% | -7.7% | -4.3% |
| 6M | +24.9% | +5.3% | +19.7% | +19.6% |
| YTD | +19.8% | -2.7% | +22.5% | +19.2% |
| 1Y | +44.9% | -0.4% | +45.2% | +41.4% |
| 3Y | +263.0% | +49.0% | +213.9% | +173.8% |
| 5Y | +129.5% | +33.6% | +95.9% | +79.0% |
| 10Y | +291.6% | +395.3% | -103.7% | +33.2% |
| All | +396.4% | +7,698.6% | -7,302.2% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling