+2,187.0%
CL vs MCO
+7,698.6%
-5,511.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.7% | -1.0% |
| 7D | -2.2% | -4.2% | +2.0% | -1.3% |
| 30D | -4.8% | +2.2% | -7.0% | -5.3% |
| 3M | +4.9% | +10.1% | -5.2% | +2.7% |
| 6M | -5.7% | +5.3% | -11.0% | -7.0% |
| YTD | +14.4% | -2.7% | +17.1% | +14.3% |
| 1Y | +8.7% | -0.4% | +9.1% | +8.0% |
| 3Y | +30.0% | +49.0% | -19.1% | +17.1% |
| 5Y | +28.4% | +33.6% | -5.3% | +16.6% |
| 10Y | +50.1% | +395.3% | -345.2% | +1.4% |
| All | +2,187.0% | +7,698.6% | -5,511.7% | +625.8% |
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