-10.9%
DOW vs MCO
+183.8%
-194.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.1% |
| 7D | -6.0% | -3.1% | -2.9% | -4.6% |
| 30D | -2.7% | -0.5% | -2.2% | -2.8% |
| 3M | -10.5% | +5.7% | -16.2% | -13.7% |
| 6M | -12.4% | +3.0% | -15.5% | -15.3% |
| YTD | +30.0% | -6.5% | +36.5% | +30.7% |
| 1Y | +27.8% | -5.8% | +33.6% | +27.6% |
| 3Y | -34.9% | +43.1% | -78.0% | -49.4% |
| 5Y | -35.9% | +29.5% | -65.4% | -48.7% |
| All | -10.9% | +183.8% | -194.7% | -58.1% |
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 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