+45.9%
CSCO vs MCO
+9.9%
+36.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | +1.5% |
| 7D | -6.1% | +10.7% | -16.8% | -4.3% |
| 30D | -8.2% | +17.9% | -26.1% | -5.5% |
| 3M | -14.6% | +9.5% | -24.0% | -12.9% |
| 6M | +12.7% | +18.1% | -5.3% | +15.7% |
| YTD | +37.0% | +4.1% | +32.9% | +39.1% |
| 1Y | +45.9% | +9.3% | +36.6% | +49.9% |
| All | +45.9% | +9.9% | +36.0% | +49.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling