+17,127.6%
COST vs MCO
+7,284.8%
+9,842.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | -2.5% | -7.3% | +4.8% | -0.4% |
| 30D | -4.4% | -1.7% | -2.7% | -4.0% |
| 3M | -8.1% | +3.9% | -12.0% | -9.2% |
| 6M | -9.2% | +3.8% | -13.1% | -10.6% |
| YTD | +5.1% | -7.9% | +13.0% | +6.6% |
| 1Y | -5.1% | -6.8% | +1.8% | -4.2% |
| 3Y | +70.4% | +40.9% | +29.4% | +51.7% |
| 5Y | +104.7% | +27.5% | +77.2% | +86.0% |
| 10Y | +608.8% | +381.4% | +227.4% | +343.0% |
| All | +17,127.6% | +7,284.8% | +9,842.8% | +4,270.9% |
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