+51.9%
DOW vs MCO
+9.9%
+42.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.9% | -8.1% | -2.2% |
| 7D | -4.2% | +10.7% | -14.9% | -2.1% |
| 30D | +14.7% | +17.9% | -3.2% | +18.9% |
| 3M | +9.1% | +9.5% | -0.4% | +11.3% |
| 6M | -17.7% | +18.1% | -35.7% | -14.3% |
| YTD | +44.6% | +4.1% | +40.5% | +52.1% |
| 1Y | +51.9% | +9.3% | +42.6% | +55.0% |
| All | +51.9% | +9.9% | +42.0% | +55.0% |
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 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