+6,706.3%
CME vs MCO
+2,729.3%
+3,977.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | 0.0% |
| 7D | -2.9% | -2.7% | -0.1% | -1.7% |
| 30D | +5.5% | +0.9% | +4.6% | +5.0% |
| 3M | +11.0% | +8.7% | +2.3% | +6.6% |
| 6M | -9.7% | +2.4% | -12.1% | -11.5% |
| YTD | +4.9% | -5.2% | +10.0% | +5.4% |
| 1Y | +10.1% | -4.4% | +14.5% | +9.9% |
| 3Y | +53.5% | +45.1% | +8.4% | +22.5% |
| 5Y | +77.2% | +31.5% | +45.7% | +43.7% |
| 10Y | +282.1% | +380.7% | -98.6% | +63.1% |
| All | +6,706.3% | +2,729.3% | +3,977.1% | +1,018.6% |
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