+19,572.1%
DINO vs MCO
+7,398.7%
+12,173.4%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.3% |
| 7D | +2.0% | -3.1% | +5.1% | +3.0% |
| 30D | +27.7% | -0.5% | +28.2% | +27.7% |
| 3M | +56.3% | +5.7% | +50.6% | +52.6% |
| 6M | +107.6% | +3.0% | +104.5% | +103.5% |
| YTD | +140.2% | -6.5% | +146.7% | +141.3% |
| 1Y | +113.0% | -5.8% | +118.7% | +112.4% |
| 3Y | +100.1% | +43.1% | +57.0% | +70.4% |
| 5Y | +328.7% | +29.5% | +299.3% | +268.3% |
| 10Y | +489.2% | +388.8% | +100.3% | +211.5% |
| All | +19,572.1% | +7,398.7% | +12,173.4% | +5,143.4% |
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