+12.7%
EW vs MCO
+42.6%
-29.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -3.2% |
| 7D | -6.2% | -3.8% | -2.4% | -5.1% |
| 30D | -9.3% | -0.4% | -8.9% | -9.3% |
| 3M | -1.6% | +7.7% | -9.3% | -3.9% |
| 6M | -0.8% | +7.0% | -7.8% | -3.0% |
| YTD | -1.0% | -6.4% | +5.4% | +0.3% |
| 1Y | +8.2% | -7.6% | +15.8% | +9.9% |
| 3Y | +12.7% | +43.2% | -30.5% | -5.1% |
| All | +12.7% | +42.6% | -29.9% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling