+10,494.1%
DE vs MCO
+7,284.8%
+3,209.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.7% |
| 7D | -2.4% | -7.3% | +5.0% | +0.4% |
| 30D | +9.7% | -1.7% | +11.4% | +10.2% |
| 3M | +21.4% | +3.9% | +17.4% | +18.9% |
| 6M | +15.0% | +3.8% | +11.2% | +12.2% |
| YTD | +46.4% | -7.9% | +54.3% | +48.1% |
| 1Y | +45.6% | -6.8% | +52.5% | +46.1% |
| 3Y | +76.8% | +40.9% | +35.8% | +49.3% |
| 5Y | +99.4% | +27.5% | +71.9% | +71.1% |
| 10Y | +864.6% | +381.4% | +483.2% | +392.8% |
| All | +10,494.1% | +7,284.8% | +3,209.3% | +2,057.4% |
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