+24.9%
COP vs MCO
+40.3%
-15.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | +1.0% | -7.3% | +8.3% | +2.0% |
| 30D | +9.6% | -1.7% | +11.3% | +9.7% |
| 3M | +15.0% | +3.9% | +11.1% | +13.8% |
| 6M | +21.8% | +3.8% | +17.9% | +20.2% |
| YTD | +49.6% | -7.9% | +57.5% | +51.2% |
| 1Y | +49.9% | -6.8% | +56.7% | +50.7% |
| All | +24.9% | +40.3% | -15.4% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling