+5,499.1%
CI vs MCO
+7,930.1%
-2,431.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +1.2% | +0.5% | +0.7% | +1.0% |
| 30D | +2.6% | +9.8% | -7.3% | -0.6% |
| 3M | +7.4% | +4.3% | +3.2% | +5.8% |
| 6M | -0.1% | +16.5% | -16.6% | -5.6% |
| YTD | +9.7% | +0.1% | +9.6% | +8.2% |
| 1Y | +12.1% | +4.4% | +7.7% | +8.9% |
| 3Y | +7.0% | +51.6% | -44.6% | -10.3% |
| 5Y | +49.7% | +36.7% | +13.0% | +26.8% |
| 10Y | +147.2% | +455.7% | -308.5% | +28.9% |
| All | +5,499.1% | +7,930.1% | -2,431.0% | +1,298.8% |
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