+10,583.6%
CMI vs MCO
+7,284.8%
+3,298.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.2% |
| 7D | +0.8% | -7.3% | +8.2% | +4.2% |
| 30D | -12.8% | -1.7% | -11.1% | -12.4% |
| 3M | -12.4% | +3.9% | -16.4% | -14.8% |
| 6M | -0.9% | +3.8% | -4.7% | -4.1% |
| YTD | +8.9% | -7.9% | +16.8% | +10.2% |
| 1Y | +37.7% | -6.8% | +44.6% | +37.9% |
| 3Y | +148.9% | +40.9% | +107.9% | +105.6% |
| 5Y | +164.4% | +27.5% | +136.9% | +122.8% |
| 10Y | +506.9% | +381.4% | +125.5% | +173.3% |
| All | +10,583.6% | +7,284.8% | +3,298.8% | +1,713.4% |
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