+62.0%
CSCO vs MCO
-7.2%
+69.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -2.0% |
| 7D | -1.1% | -7.3% | +6.2% | -1.9% |
| 30D | -10.8% | -1.7% | -9.1% | -10.9% |
| 3M | -9.2% | +3.9% | -13.1% | -9.2% |
| 6M | +39.5% | +3.8% | +35.7% | +39.6% |
| YTD | +41.5% | -7.9% | +49.4% | +41.4% |
| All | +62.0% | -7.2% | +69.2% | +59.6% |
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