+29.2%
DOW vs MCO
+0.4%
+28.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -3.3% |
| 7D | -2.4% | -4.2% | +1.8% | -2.8% |
| 30D | +0.4% | +2.2% | -1.8% | +0.7% |
| 3M | -14.4% | +10.1% | -24.5% | -13.4% |
| 6M | -7.0% | +5.3% | -12.2% | -5.3% |
| YTD | +30.2% | -2.7% | +32.9% | +35.4% |
| 1Y | +29.2% | -0.4% | +29.6% | +32.1% |
| All | +29.2% | +0.4% | +28.8% | +32.1% |
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