+113.4%
CSCO vs MCO
+26.7%
+86.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.4% |
| 7D | -1.1% | -7.3% | +6.2% | +1.1% |
| 30D | -10.8% | -1.7% | -9.1% | -10.5% |
| 3M | -9.2% | +3.9% | -13.1% | -11.0% |
| 6M | +39.5% | +3.8% | +35.7% | +36.3% |
| YTD | +41.5% | -7.9% | +49.4% | +43.3% |
| 1Y | +61.0% | -6.8% | +67.8% | +61.7% |
| 3Y | +105.2% | +40.9% | +64.3% | +73.9% |
| 5Y | +113.4% | +27.5% | +85.9% | +82.0% |
| All | +113.4% | +26.7% | +86.7% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling