+51.0%
CL vs MCO
+393.6%
-342.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.7% |
| 7D | -2.2% | -3.8% | +1.5% | -1.2% |
| 30D | -6.0% | -0.4% | -5.6% | -5.9% |
| 3M | -2.3% | +7.7% | -10.1% | -4.4% |
| 6M | -2.0% | +7.0% | -9.0% | -4.0% |
| YTD | +11.8% | -6.4% | +18.2% | +12.9% |
| 1Y | +5.8% | -7.6% | +13.5% | +7.1% |
| 3Y | +25.9% | +43.2% | -17.3% | +10.6% |
| 5Y | +26.9% | +29.6% | -2.6% | +12.7% |
| All | +51.0% | +393.6% | -342.6% | -13.2% |
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