+17,119.9%
COR vs MCO
+8,201.3%
+8,918.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.3% |
| 7D | -1.9% | -2.7% | +0.8% | -1.3% |
| 30D | +1.5% | +0.9% | +0.6% | +1.2% |
| 3M | +18.7% | +8.7% | +10.0% | +16.1% |
| 6M | -9.0% | +2.4% | -11.5% | -9.9% |
| YTD | -3.3% | -5.2% | +1.9% | -2.8% |
| 1Y | +9.8% | -4.4% | +14.2% | +10.0% |
| 3Y | +87.4% | +45.1% | +42.2% | +67.1% |
| 5Y | +180.5% | +31.5% | +149.0% | +152.0% |
| 10Y | +398.1% | +380.7% | +17.4% | +226.4% |
| All | +17,119.9% | +8,201.3% | +8,918.6% | +5,609.2% |
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 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