+114.1%
DT vs MCO
+137.2%
-23.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.9% |
| 7D | -1.6% | -3.8% | +2.2% | +1.1% |
| 30D | +3.0% | -0.4% | +3.4% | +3.3% |
| 3M | +26.5% | +7.7% | +18.8% | +19.5% |
| 6M | +35.9% | +7.0% | +28.9% | +29.3% |
| YTD | +17.8% | -6.4% | +24.2% | +22.6% |
| 1Y | +4.1% | -7.6% | +11.7% | +8.7% |
| 3Y | +5.3% | +43.2% | -37.9% | -23.6% |
| 5Y | -27.2% | +29.6% | -56.7% | -43.3% |
| All | +114.1% | +137.2% | -23.1% | +4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling