+2,436.6%
CL vs MCO
+7,904.2%
-5,467.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | -0.8% | -1.7% | +0.9% | -0.4% |
| 30D | +9.5% | +9.1% | +0.3% | +7.4% |
| 3M | +6.6% | +6.2% | +0.4% | +5.2% |
| 6M | +13.2% | +12.6% | +0.6% | +10.2% |
| YTD | +26.9% | -0.2% | +27.0% | +26.0% |
| 1Y | +27.6% | +4.1% | +23.5% | +25.6% |
| 3Y | +39.1% | +50.6% | -11.5% | +25.1% |
| 5Y | +41.3% | +36.2% | +5.1% | +27.9% |
| 10Y | +83.9% | +453.9% | -370.0% | +21.4% |
| All | +2,436.6% | +7,904.2% | -5,467.6% | +700.1% |
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