+111.1%
DINO vs MCO
+0.4%
+110.7%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -1.1% |
| 7D | +5.7% | -4.2% | +9.9% | +5.0% |
| 30D | +27.8% | +2.2% | +25.6% | +28.3% |
| 3M | +45.6% | +10.1% | +35.5% | +48.8% |
| 6M | +88.5% | +5.3% | +83.2% | +90.6% |
| YTD | +134.1% | -2.7% | +136.9% | +135.9% |
| 1Y | +111.1% | -0.4% | +111.5% | +114.9% |
| All | +111.1% | +0.4% | +110.7% | +114.9% |
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