-25.7%
DT vs MCO
+26.6%
-52.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.7% |
| 7D | -2.5% | -7.3% | +4.8% | +3.0% |
| 30D | +3.5% | -1.7% | +5.3% | +4.8% |
| 3M | +26.7% | +3.9% | +22.8% | +22.9% |
| 6M | +36.1% | +3.8% | +32.3% | +32.3% |
| YTD | +18.6% | -7.9% | +26.5% | +25.1% |
| 1Y | +7.9% | -6.8% | +14.7% | +12.1% |
| 3Y | +8.6% | +40.9% | -32.4% | -22.7% |
| All | -25.7% | +26.6% | -52.2% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling