+115.3%
DINO vs MCO
-5.7%
+121.0%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.4% |
| 7D | +2.3% | -3.8% | +6.1% | +1.6% |
| 30D | +22.6% | -0.4% | +23.0% | +22.6% |
| 3M | +55.2% | +7.7% | +47.5% | +58.2% |
| 6M | +93.8% | +7.0% | +86.8% | +97.6% |
| YTD | +139.5% | -6.4% | +145.9% | +139.4% |
| 1Y | +115.3% | -7.6% | +122.9% | +115.2% |
| All | +115.3% | -5.7% | +121.0% | +115.2% |
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