+1,345.7%
DUK vs MCO
+7,284.8%
-5,939.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | -1.7% | -7.3% | +5.7% | -0.3% |
| 30D | -2.2% | -1.7% | -0.5% | -2.0% |
| 3M | -3.7% | +3.9% | -7.6% | -4.6% |
| 6M | -6.3% | +3.8% | -10.2% | -7.3% |
| YTD | +4.5% | -7.9% | +12.4% | +5.3% |
| 1Y | +1.8% | -6.8% | +8.7% | +2.3% |
| 3Y | +46.8% | +40.9% | +5.9% | +35.0% |
| 5Y | +40.2% | +27.5% | +12.7% | +29.7% |
| 10Y | +129.8% | +381.4% | -251.6% | +66.8% |
| All | +1,345.7% | +7,284.8% | -5,939.1% | +542.7% |
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 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