+7,681.5%
ECL vs MCO
+7,504.3%
+177.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.4% |
| 7D | -0.8% | -2.7% | +2.0% | +0.1% |
| 30D | -2.5% | +0.9% | -3.4% | -2.8% |
| 3M | +8.3% | +8.7% | -0.3% | +5.2% |
| 6M | -1.1% | +2.4% | -3.5% | -2.4% |
| YTD | +6.5% | -5.2% | +11.7% | +7.2% |
| 1Y | +2.1% | -4.4% | +6.5% | +2.3% |
| 3Y | +57.6% | +45.1% | +12.5% | +35.7% |
| 5Y | +28.1% | +31.5% | -3.4% | +13.2% |
| 10Y | +153.2% | +380.7% | -227.5% | +50.4% |
| All | +7,681.5% | +7,504.3% | +177.2% | +1,921.2% |
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