+28.9%
CL vs MCO
+31.1%
-2.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.1% |
| 7D | -1.4% | -2.7% | +1.4% | -0.9% |
| 30D | -5.2% | +0.9% | -6.2% | -5.4% |
| 3M | +3.3% | +8.7% | -5.4% | +1.7% |
| 6M | -4.4% | +2.4% | -6.8% | -5.0% |
| YTD | +13.9% | -5.2% | +19.1% | +14.5% |
| 1Y | +7.6% | -4.4% | +12.0% | +7.9% |
| 3Y | +29.6% | +45.1% | -15.6% | +18.5% |
| All | +28.9% | +31.1% | -2.3% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling