+8.7%
CL vs MCO
+0.4%
+8.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.7% | -1.1% |
| 7D | -2.2% | -4.2% | +2.0% | -1.5% |
| 30D | -4.8% | +2.2% | -7.0% | -5.1% |
| 3M | +4.9% | +10.1% | -5.2% | +3.8% |
| 6M | -5.7% | +5.3% | -11.0% | -6.7% |
| YTD | +14.4% | -2.7% | +17.1% | +13.3% |
| 1Y | +8.7% | -0.4% | +9.1% | +6.9% |
| All | +8.7% | +0.4% | +8.4% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling