+4,462.8%
CNC vs MCO
+3,213.1%
+1,249.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.6% |
| 7D | -3.9% | -7.3% | +3.5% | -1.3% |
| 30D | +0.8% | -1.7% | +2.5% | +1.3% |
| 3M | +0.1% | +3.9% | -3.8% | -1.7% |
| 6M | +79.7% | +3.8% | +75.9% | +76.1% |
| YTD | +58.9% | -7.9% | +66.8% | +61.9% |
| 1Y | +109.1% | -6.8% | +116.0% | +111.5% |
| 3Y | 0.0% | +40.9% | -41.0% | -14.2% |
| 5Y | +9.5% | +27.5% | -18.0% | -4.9% |
| 10Y | +95.7% | +381.4% | -285.7% | +6.1% |
| All | +4,462.8% | +3,213.1% | +1,249.7% | +1,135.5% |
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