+63.9%
CSCO vs MCO
+0.4%
+63.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +0.3% |
| 7D | -0.7% | -4.2% | +3.5% | -1.1% |
| 30D | -10.1% | +2.2% | -12.3% | -9.8% |
| 3M | -15.7% | +10.1% | -25.8% | -15.1% |
| 6M | +36.3% | +5.3% | +31.0% | +37.4% |
| YTD | +43.8% | -2.7% | +46.6% | +44.4% |
| 1Y | +63.9% | -0.4% | +64.3% | +63.2% |
| All | +63.9% | +0.4% | +63.6% | +63.2% |
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 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