+38.3%
CL vs MCO
+54.0%
-15.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -0.8% | -2.5% | +1.8% | -0.3% |
| 30D | +9.5% | +9.4% | +0.1% | +7.6% |
| 3M | +6.8% | +8.3% | -1.5% | +5.1% |
| 6M | +14.3% | +15.4% | -1.1% | +11.3% |
| YTD | +27.0% | +1.5% | +25.5% | +25.8% |
| 1Y | +26.3% | +5.4% | +20.9% | +24.2% |
| All | +38.3% | +54.0% | -15.6% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling