+8.5%
CME vs MCO
-7.2%
+15.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | -2.4% | -7.3% | +5.0% | -1.7% |
| 30D | +6.2% | -1.7% | +7.9% | +6.4% |
| 3M | +4.4% | +3.9% | +0.5% | +4.3% |
| 6M | -9.6% | +3.8% | -13.5% | -9.8% |
| YTD | +3.8% | -7.9% | +11.7% | +4.8% |
| All | +8.5% | -7.2% | +15.7% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling