+272.2%
CME vs MCO
+385.7%
-113.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.4% |
| 7D | -2.4% | -7.3% | +5.0% | +0.5% |
| 30D | +6.2% | -1.7% | +7.9% | +6.8% |
| 3M | +4.4% | +3.9% | +0.5% | +2.5% |
| 6M | -9.6% | +3.8% | -13.5% | -11.7% |
| YTD | +3.8% | -7.9% | +11.7% | +5.6% |
| 1Y | +9.5% | -6.8% | +16.4% | +10.7% |
| 3Y | +51.9% | +40.9% | +11.0% | +23.3% |
| 5Y | +78.7% | +27.5% | +51.2% | +48.7% |
| All | +272.2% | +385.7% | -113.5% | +71.8% |
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 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