+40.9%
DUK vs MCO
+28.6%
+12.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | -0.7% | -3.8% | +3.1% | 0.0% |
| 30D | -2.4% | -0.4% | -2.1% | -2.4% |
| 3M | -3.0% | +7.7% | -10.7% | -4.4% |
| 6M | -6.6% | +7.0% | -13.5% | -7.9% |
| YTD | +4.6% | -6.4% | +11.0% | +5.2% |
| 1Y | +1.2% | -7.6% | +8.9% | +2.0% |
| 3Y | +45.7% | +43.2% | +2.4% | +31.0% |
| All | +40.9% | +28.6% | +12.3% | +20.6% |
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